For a noisy image, Compressive Sensing can be expressed as : y=ΦΨs+ω(1) ω is a N-dimension noise signal Ψ is a N×N orthogonal basis matrix Φ is an M × N random measurement matrix (M < N) signal s in (1) can be estimated from measurement y by solving the convex minimization problem as follows.
argminx∣∣Φx−y∣∣22+λ∣∣x∣∣1(2) (2) is a constrained minimization problem of a convex function. We can solve this problem by gradient-based method, which generate a new sequence xk via:
x0∈RN,xk=xk−1−tk∇g(xk−1) where g(x) is a convex function, and tk is step size.
For (2),Let us look at the objective function, it can be rewritten as F(x) = g(x) + f(x) g(x) is a convex function, and f(x) = λ∣∣x∣∣1
Then the Function g(x) can be approximated by a quadratic function
g(x,xk)=g(xk−1)+<(x−xk−1),∇g(xk−1)>+2tk1∣∣x−xk−1∣∣22 this function tk can be replaced by a constant 1/L which is related to the Lipschitz constant.
Combined with other papers I have read. Applying the same idea to the non-smooth l1 norm regularized problem:
minF(x) = min {g(x) +λ∣∣x∣∣1 }
which can lead to the following iterative scheme: xk=argminxg(xk−1)+<(x−xk−1),∇g(xk−1)>+2tk1∣∣x−xk−1∣∣22+λ∣∣x∣∣1