Inputs: Initial Reference Point, Observation Vector, Optimization Parameter |
Initialize: vector(guess point), measurement vector, |
(tolerance for primal-dual algorithm) = 5, (Maximum primal dual iterations) = 20, |
(Tolerance for conjugate gradients) = , (Maximum conjugate gradients) = 300 |
If (Valid Starting Reference, ) |
Minimize subject to (Where, -convex, rank) |
(Use Primal Dual Interior Point Methods with Equality Constraint) |
While (Surrogate duality gap < OR Iterations >) do |
(1) Optimality Condition: , |
(2) Compute the Newton step and decrement , |
(3) Solve Positive definite system of equations from Newton step |
(3a) Use Conjugate Gradients Method, MATLAB command, cgsolve |
(3b) Stop Conjugate Gradient algorithm, If () |
(4) Do line Search. Choose step size by backtracking line search |
(5) Update. |
(6) Update Central and Dual residuals |
end while |
end If |
Output: Sparse representation Wavelet Coefficients |