Sparse descent subspace-Newton thresholding algorithm for sparse optimization problems
Abstract
In this paper, we propose a sparse descent direction derived from the Newton direction within a low-dimensional subspace for sparse optimization problems. Building upon this direction and incorporating hard thresholding and orthogonal projection, we develop a novel algorithm termed the sparse descent subspace-Newton thresholding (SDSNT) algorithm. We further establish its global convergence under the restricted isometry property δ3k≤ √(3/20) of the measurement matrix. Numerical experiments on random sparse vector recovery and audio signal reconstruction reveal that SDSNT achieves comparable performance to several state-of-the-art algorithms. Notably, relative to most of them, it delivers superior recovery at high sparsity levels and improved efficiency at low sparsity levels.
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BibTeX
@misc{sun2026sparse,
title = {{Sparse descent subspace-Newton thresholding algorithm for sparse optimization problems}},
author = {Zhong-Feng Sun and Nan Meng and Yun-Bin Zhao},
howpublished = {arXiv},
year = {2026},
month = oct,
doi = {10.48550/arxiv.2610.41318},
eprint = {2610.41318},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2610.41318},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - Sparse descent subspace-Newton thresholding algorithm for sparse optimization problems
AU - Zhong-Feng Sun
AU - Nan Meng
AU - Yun-Bin Zhao
PY - 2026
DA - 2026/10/30
PB - arXiv
DO - 10.48550/arxiv.2610.41318
UR - https://arxiv.org/abs/2610.41318
AB - In this paper, we propose a sparse descent direction derived from the Newton direction within a low-dimensional subspace for sparse optimization problems. Building upon this direction and incorporating hard thresholding and orthogonal projection, we develop a novel algorithm termed the sparse descent subspace-Newton thresholding (SDSNT) algorithm. We further establish its global convergence under the restricted isometry property δ_3k≤ √(3/20) of the measurement matrix. Numerical experiments on random sparse vector recovery and audio signal reconstruction reveal that SDSNT achieves comparable performance to several state-of-the-art algorithms. Notably, relative to most of them, it delivers superior recovery at high sparsity levels and improved efficiency at low sparsity levels.
ER -