A Piecewise Linear Programming Algorithm for Sparse Signal Reconstruction

In order to recover a signal from its compressive measurements, the compressed sensing theory seeks the sparsest signal that agrees with the measurements, which is actually an $l_{\mathrm{0}}$ norm minimization problem. In this paper, we equivalently transform the $l_{\mathrm{0}}$ norm minimization into a concave continuous piecewise linear programming, and propose an optimization algorithm based on a modified interior point method. Numerical experiments demonstrate that our algorithm improves the sufficient number of measurements, relaxes the restrictions of the sensing matrix to some extent, and performs robustly in the noisy scenarios.