Accelerating gradient projection methods for ℓ1-constrained signal recovery by steplength selection rules

AbstractWe propose a new gradient projection algorithm that compares favorably with the fastest algorithms available to date for ℓ1-constrained sparse recovery from noisy data, both in the compressed sensing and inverse problem frameworks. The method exploits a line-search along the feasible direction and an adaptive steplength selection based on recent strategies for the alternation of the well-known Barzilai–Borwein rules. The convergence of the proposed approach is discussed and a computational study on both well conditioned and ill-conditioned problems is carried out for performance evaluations in comparison with five other algorithms proposed in the literature