Jianli Chen

Weighted Thresholding Homotopy Method for Sparsity Constrained Optimization

  • Jianli Chen
  • Wenxing Zhu
  • Huating Huang
  • Lanfan Jiang
    • Categories Integer Programming Tags , , ,

    Weighted or reweighted strategies have not been considered for sparsity constrained optimization. In this paper, we reformulate the sparsity constraint as an equivalent weighted l1-norm constraint in the sparsity constrained optimization problem. To solve the reformulated problem, we investigate the problem in the Lagrange dual framework, and prove that the strong duality property holds. Then … Read more

    Iterative weighted thresholding method for sparse solution of underdetermined linear equations

  • Jianli Chen
  • Peng Zheng
  • Wenxing Zhu
  • Zilin Huang
    • Categories Combinatorial Optimization Tags , ,

    Recently, iterative reweighted methods have attracted much interest in compressed sensing, since they perform better than unweighted ones in most cases. Currently, weights are chosen heuristically in existing iterative reweighted methods, and nding an optimal weight is an open problem since we do not know the exact support set beforehand. In this paper, we present … Read more