The matrix splitting based proximal fixed-point algorithms for quadratically constrained ℓ1 minimization and Dantzig selector

This paper studies algorithms for solving quadratically constrained ℓ1 minimization and Dantzig selector which have recently been widely used to tackle sparse recovery problems in compressive sensing. The two optimization models can be reformulated via two indicator functions as special cases of a general convex composite model which minimizes the sum of two convex functions with one composed with a matrix operator. The general model can be transformed into a fixed-point problem for a nonlinear operator which is composed of a proximity operator and an expansive matrix operator, and then a new iterative scheme based on the expansive matrix splitting is proposed to find fixed-points of the nonlinear operator. We also give some mild conditions to guarantee that the iterative sequence generated by the scheme converges to a fixed-point of the nonlinear operator. Further, two specific proximal fixed-point algorithms based on the scheme are developed and then applied to quadratically constrained ℓ1 minimization and Dantzig selector. Numerical results have demonstrated that the proposed algorithms are comparable to the state-of-the-art algorithms for recovering sparse signals with different sizes and dynamic ranges in terms of both accuracy and speed. In addition, we also extend the proposed algorithms to solve two harder constrained total-variation minimization problems.