Signal recovery method for compressive sensing using relaxation and second-order cone programming

A signal recovery method for compressive sensing under noisy measurements is proposed. The problem is formulated as a nonconvex nonsmooth constrained optimization problem that uses the smoothly clipped absolute deviation (SCAD) function to promote sparsity. Relaxation is employed by means of a series of local linear approximations (LLAs) of the SCAD in a constrained formulation. The relaxation is shown to converge to a minimum of the original nonconvex constrained optimization problem. In order to solve each nonsmooth convex relaxation problem, a second-order cone programming (SOCP) formulation is used, which can be applied by using standard state-of-the-art SOCP solvers such as SeDuMi. Experimental results demonstrate that signals recovered using the proposed method exhibit reduced ℓ_∞ reconstruction error when compared with competing methods such as ℓ₁ -Magic. Simulations demonstrate that significant reduction in the reconstruction error can be achieved with computational cost that is comparable to that required by the ℓ₁ -Magic algorithm.