arXiv · 2101.04807
Sparse Sampling Kaczmarz-Motzkin Method with Linear Convergence
Abstract
The randomized sparse Kaczmarz method was recently proposed to recover sparse solutions of linear systems. In this work, we introduce a greedy variant of the randomized sparse Kaczmarz method by employing the sampling Kaczmarz-Motzkin method, and prove its linear convergence in expectation with respect to the Bregman distance in the noiseless and noisy cases. This greedy variant can be viewed as a unification of the sampling Kaczmarz-Motzkin method and the randomized sparse Kaczmarz method, and hence inherits the merits of these two methods. Numerically, we report a couple of experimental results to demonstrate its superiority
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Ziyang Yuan, Hui Zhang, Hongxia Wang. 2021-01-13. Sparse Sampling Kaczmarz-Motzkin Method with Linear Convergence. https://doi.org/10.1002/mma.7990
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