Title
The convergence guarantee of the iterative hard thresholding algorithm with suboptimal feedbacks for large systems.
Abstract
Thresholding based iterative algorithms have the trade-off between effectiveness and optimality. Some are effective but involving sub-matrix inversions in every step of iterations. For systems of large sizes, such algorithms can be computationally expensive and/or prohibitive. The null space tuning algorithm with hard thresholding and feedbacks (NST+HT+FB) has a mean to expedite its procedure by a suboptimal feedback, in which sub-matrix inversion is replaced by an eigenvalue-based approximation. The resulting suboptimal feedback scheme becomes exceedingly effective for large system recovery problems. An adaptive algorithm based on thresholding, suboptimal feedback and null space tuning (AdptNST+HT+subOptFB) without a prior knowledge of the sparsity level is also proposed and analyzed. Convergence analysis is the focus of this article.
Year
DOI
Venue
2019
10.1016/j.aml.2019.06.001
Applied Mathematics Letters
Keywords
Field
DocType
Sparse signal,Null space tuning,Thresholding,Feedback,Large-scale data
Convergence (routing),Kernel (linear algebra),Mathematical optimization,Thresholding algorithm,Inversion (meteorology),System recovery,Adaptive algorithm,Thresholding,Eigenvalues and eigenvectors,Mathematics
Journal
Volume
ISSN
Citations 
98
0893-9659
0
PageRank 
References 
Authors
0.34
0
3
Name
Order
Citations
PageRank
Ningning Han110.72
Shidong Li263.58
Zhanjie Song3113.93