Feasibility Pump Algorithm for Sparse Representation under Gaussian Noise

In this paper, the Feasibility Pump is adapted for the problem of sparse representations of signals affected by Gaussian noise. This adaptation is tested and then compared to Orthogonal Matching Pursuit (OMP) and the Fast Iterative Shrinkage-Thresholding Algorithm (FISTA). The feasibility pump recovers the true support much better than the other two algorithms and, as the SNR decreases and the support size increases, it has a smaller recovery and representation error when compared with its competitors. It is observed that, in order for the algorithm to be efficient, a regularization parameter and a weight term for the error are needed.

Feasibility Pump Algorithm for Sparse Representation under Laplacian Noise

The Feasibility Pump is an effective heuristic method for solving mixed integer optimization programs. In this paper the algorithm is adapted for finding the sparse representation of signals affected by Laplacian noise. Two adaptations of the algorithm, regularized and nonregularized, are proposed, tested, and compared against the regularized least absolute deviation (RLAD) model. The obtained results show that the addition of the regularization factor always improves the algorithm. The regularized version of the algorithm also offers better results than the RLAD model in all cases. The Feasibility Pump recovers the sparse representation with good accuracy while using a very small computation time when compared with other mixed integer methods.