Recent compressive sensing results show that it is possible to accurately reconstruct certain compressible signals from relatively few linear measurements via solving nonsmooth convex optimization problems. In this paper, we propose the use of the alternating direction method - a classic approach for optimization problems with separable variables (D. Gabay and B. Mercier, A dual algorithm for the solution of nonlinear variational problems via finite-element approximations, Computer and Mathematics with Applications, vol. 2, pp. 17-40, 1976; R. Glowinski and A. Marrocco, Sur lapproximation par elements finis dordre un, et la resolution par penalisation-dualite dune classe de problemes de Dirichlet nonlineaires, Rev. Francaise dAut. Inf. Rech. Oper., vol. R-2, pp. 41-76, 1975) - for signal reconstruction from partial Fourier (i.e., incomplete frequency) measurements. Signals are reconstructed as minimizers of

The matrix completion problem is to recover a low-rank matrix from a subset of its entries. The main solution strategy for this problem has been based on nuclear-norm minimization which requires computing singular value decompositionsa task that is increasingly costly as matrix sizes and ranks increase. To improve the capacity of solving large-scale problems, we propose a low-rank factorization model and construct a nonlinear successive over-relaxation (SOR) algorithm that only requires solving a linear least squares problem per iteration. Extensive numerical experiments show that the algorithm can reliably solve a wide range of problems at a speed at least several times faster than many nuclear-norm minimization algorithms. In addition, convergence of this nonlinear SOR algorithm to a stationary point is analyzed.

We present a framework for solving the large-scale \ell_1-regularized convex minimization problem:<div class="gsh_dspfr">\ell_1

The theory of compressive sensing has shown that sparse signals can be reconstructed exactly from many fewer measurements than traditionally believed necessary. In [1], it was shown empirically that using lscr^p minimization with p &lt; 1 can do so with fewer measurements than with p = 1. In this paper we consider the use of iteratively reweighted algorithms for computing local minima of the nonconvex problem. In particular, a particular regularization strategy is found to greatly improve the ability of a reweighted least-squares algorithm to recover sparse signals, with exact recovery being observed for signals that are much less sparse than required by an unregularized version (such as FOCUSS, [2]). Improvements are also observed for the reweighted-lscr¹ approach of [3].

We introduce a new iterative regularization procedure for inverse problems based on the use of Bregman distances, with particular focus on problems arising in image processing. We are motivated by the problem of restoring noisy and blurry images via variational methods by using total variation regularization. We obtain rigorous convergence results and effective stopping criteria for the general procedure. The numerical results for denoising appear to give significant improvement over standard models, and preliminary results for deblurring/denoising are very encouraging.