New regularization method and iteratively reweighted algorithm for sparse vector recovery

摘要

Motivated by the study of regularization for sparse problems,we propose a new regularization method for sparse vector recovery.We derive sufficient conditions on the well-posedness of the new regularization,and design an iterative algorithm,namely the iteratively reweighted algorithm(IR-algorithm),for efficiently computing the sparse solutions to the proposed regularization model.The convergence of the IR-algorithm and the setting of the regularization parameters are analyzed at length.Finally,we present numerical examples to illustrate the features of the new regularization and algorithm.