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A descent three-term derivative-free method for signal reconstruction in compressive sensing. (English) Zbl 1538.65156

Summary: Many real-world phenomena in engineering, economics, statistical inference, compressed sensing and machine learning involve finding sparse solutions to under-determined or ill-conditioned equations. Our interest in this paper is to introduce a derivative-free method for recovering sparse signal and blurred image arising in compressed sensing by solving a nonlinear equation involving a monotone operator. The global convergence of the proposed method is established under the assumptions of monotonicity and Lipschitz continuity of the underlying operator. Numerical experiments are performed to illustrate the efficiency of the proposed method in the reconstruction of sparse signals and blurred images.

MSC:

65K10 Numerical optimization and variational techniques
94A12 Signal theory (characterization, reconstruction, filtering, etc.)
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