Compressed Sensing via Partial L1 Minimization

Zhong, Lu

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Compressed Sensing via Partial L1 Minimization

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Reconstructing sparse signals from undersampled measurements is a challenging problem that arises in many areas of data science, such as signal processing, circuit design, optical engineering and image processing. The most natural way to formulate such problems is by searching for sparse, or parsimonious, solutions in which the underlying phenomena can be represented using just a few parameters. Accordingly, a natural way to phrase such problems revolves around L0 minimization in which the sparsity of the desired solution is controlled by directly counting the number of non-zero parameters. However, due to the nonconvexity and discontinuity of the L0 norm such optimization problems can be quite difficult. One modern tactic to treat such problems is to leverage convex relaxations, such as exchanging the L0 norm for its convex analog, the L1 norm. However, to guarantee accurate reconstructions for L1 minimization, additional conditions must be imposed, such as the restricted isometry property. Accordingly, in this thesis, we propose a novel extension to current approaches revolving around truncated L1 minimization and demonstrate that such approach can, in important cases, provide a better approximation of L0 minimization. Considering that the nonconvexity of the truncated L1 norm makes truncated l1 minimization unreliable in practice, we further generalize our method to partial L1 minimization to combine the convexity of L1 minimization and the robustness of L0 minimization. In addition, we provide a tractable iterative scheme via the augmented Lagrangian method to solve both optimization problems. Our empirical study on synthetic data and image data shows encouraging results of the proposed partial L1 minimization in comparison to L1 minimization.

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