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壓縮感知代碼,matlab,l1qc_logbarrier
代碼片段和文件信息
%?l1qc_logbarrier.m
%
%?Solve?quadratically?constrained?l1?minimization:
%?min?||x||_1???s.t.??||Ax?-?b||_2?<=?\epsilon
%
%?Reformulate?as?the?second-order?cone?program
%?min_{xu}??sum(u)???s.t.????x?-?u?<=?0
%????????????????????????????-x?-?u?<=?0
%??????1/2(||Ax-b||^2?-?\epsilon^2)?<=?0
%?and?use?a?log?barrier?algorithm.
%
%?Usage:??xp?=?l1qc_logbarrier(x0?A?At?b?epsilon?lbtol?mu?cgtol?cgmaxiter)
%
%?x0?-?Nx1?vector?initial?point.
%
%?A?-?Either?a?handle?to?a?function?that?takes?a?N?vector?and?returns?a?K?
%?????vector??or?a?KxN?matrix.??If?A?is?a?function?handle?the?algorithm
%?????operates?in?“l(fā)argescale“?mode?solving?the?Newton?systems?via?the
%?????Conjugate?Gradients?algorithm.
%
%?At?-?Handle?to?a?function?that?takes?a?K?vector?and?returns?an?N?vector.
%??????If?A?is?a?KxN?matrix?At?is?ignored.
%
%?b?-?Kx1?vector?of?observations.
%
%?epsilon?-?scalar?constraint?relaxation?parameter
%
%?lbtol?-?The?log?barrier?algorithm?terminates?when?the?duality?gap?<=?lbtol.
%?????????Also?the?number?of?log?barrier?iterations?is?completely
%?????????determined?by?lbtol.
%?????????Default?=?1e-3.
%
%?mu?-?Factor?by?which?to?increase?the?barrier?constant?at?each?iteration.
%??????Default?=?10.
%
%?cgtol?-?Tolerance?for?Conjugate?Gradients;?ignored?if?A?is?a?matrix.
%?????Default?=?1e-8.
%
%?cgmaxiter?-?Maximum?number?of?iterations?for?Conjugate?Gradients;?ignored
%?????if?A?is?a?matrix.
%?????Default?=?200.
%
%?Written?by:?Justin?Romberg?Caltech
%?Email:?jrom@acm.caltech.edu
%?Created:?October?2005
%
function?xp?=?l1qc_logbarrier(x0?A?At?b?epsilon?lbtol?mu?cgtol?cgmaxiter)??
largescale?=?isa(A‘function_handle‘);
if?(nargin?6)?lbtol?=?1e-3;?end
if?(nargin?7)?mu?=?10;?end
if?(nargin?8)?cgtol?=?1e-8;?end
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