Reweighted linearized Bregman algorithm for sparse signal recovery

Abstract

In this paper, we present an efficient algorithm for sparse signal recovery with high exact recovery rate. The main idea of the algorithm is to combine two existing methods: linearized Bregman algorithm and reweighting technique. Compared with other available methods, such as reweighted Basis Pursuit (BP) and linearized Bregman, the proposed algorithm has a much lower computational complexity with higher probability of successful recovery. Numerical experiments demonstrate its efficiency and accuracy.