Heavy-ball-based hard thresholding algorithms for sparse signal recovery

The hard thresholding technique plays a vital role in the development of algorithms for sparse signal recovery. By merging this technique and heavy-ball acceleration method which is a multi-step extension of the traditional gradient descent method, we propose the so-called heavy-ball-based hard thresholding (HBHT) and heavy-ball-based hard thresholding pursuit (HBHTP) algorithms for signal recovery. It turns out that the HBHT and HBHTP can successfully recover a k-sparse signal if the restricted isometry constant of the measurement matrix satisfies δ_3k<0.618 and δ_3k<0.577, respectively. The guaranteed success of HBHT and HBHTP is also shown under the conditions δ_2k<0.356 and δ_2k<0.377, respectively. Moreover, the finite convergence of HBHTP and stability of the two algorithms are also established in this paper. Simulations on random problem instances are performed to compare the performance of the proposed algorithms and several existing ones. Empirical results indicate that the HBHTP performs very comparably to a few existing algorithms and it takes less average time to achieve the signal recovery than these existing methods.