Ioannis Dassios

A Preconditioner for a Primal-Dual Newton Conjugate Gradients Method for Compressed Sensing Problems

  • Ioannis Dassios
  • Kimon Fountoulakis
  • Jacek Gondzio
    • Categories Nonlinear Systems and Least-Squares, Unconstrained Optimization Tags , , , ,

    In this paper we are concerned with the solution of Compressed Sensing (CS) problems where the signals to be recovered are sparse in coherent and redundant dictionaries. We extend a primal-dual Newton Conjugate Gradients (pdNCG) method for CS problems. We provide an inexpensive and provably effective preconditioning technique for linear systems using pdNCG. Numerical results … Read more

    A Second-Order Method for Compressed Sensing Problems with Coherent and Redundant Dictionaries

  • Ioannis Dassios
  • Kimon Fountoulakis
  • Jacek Gondzio
    • Categories Applications - Science and Engineering, Convex and Nonsmooth Optimization, Unconstrained Optimization Tags , , , ,

    In this paper we are interested in the solution of Compressed Sensing (CS) problems where the signals to be recovered are sparse in coherent and redundant dictionaries. CS problems of this type are convex with non-smooth and non-separable regularization term, therefore a specialized solver is required. We propose a primal-dual Newton Conjugate Gradients (pdNCG) method. … Read more