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CAPPA: Continuous-Time Accelerated Proximal Point Algorithm for Sparse Recovery

delete2020-01-01
delete21
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OA
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M
Mayank Baranwal
K
Kunal Garg *
DOI:10.1109/LSP.2020.3027490delete
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Abstract

Abstract

En 中文
This letter develops a novel Continuous-Time Accelerated Proximal Point Algorithm (CAPPA) for l(1)-minimization problems with provable fixed-time convergence guarantees. The problem of l(1)-minimization appears in several contexts such as Sparse Recovery (SR) in Compressed Sensing (CS) theory and sparse linear and logistic regressions in machine learning. Most existing algorithms for solving l(1)-minimization problems are discrete-time and require exhaustive computer-guided iterations. CAPPA alleviates this problem on two fronts: (a) it encompasses a continuous-time algorithm that can be implemented using analog circuits; (b) it outperforms Locally Competitive Algorithm (LCA) and finite-time LCA (recently developed continuous-time dynamical systems for solving SR problems) by exhibiting provable fixed-time convergence to optimal solution. Consequently, CAPPA is better suited for fast and efficient handling of SR problems.
Keywords:
Compressed sensing
Compressed sensing
Lyapunov methods
optimization methods
signal reconstruction
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Journal

IEEE Signal Processing Magazine cover
IEEE Signal Processing Magazine
IF:
9.6
Papers:
1.1W
Citations:
1.7W

Organization

U
University of Michigan
Scholars:
6.4W
Papers: 5.3W
Citations: 124
U
university of michigan system
Scholars:
9.1W
Papers: 8.6W
Citations: 133