A Fast Alternating Direction Method for TVL1-L2 Signal Reconstruction From Partial Fourier Data

Recent compressive sensing results show that it is possible to accurately reconstruct certain compressible signals from relatively few linear measurements via solving nonsmooth convex optimization problems. In this paper, we propose the use of the alternating direction method - a classic approach for optimization problems with separable variables (D. Gabay and B. Mercier, ¿A dual algorithm for the solution of nonlinear variational problems via finite-element approximations,¿ Computer and Mathematics with Applications, vol. 2, pp. 17-40, 1976; R. Glowinski and A. Marrocco, ¿Sur lapproximation par elements finis dordre un, et la resolution par penalisation-dualite dune classe de problemes de Dirichlet nonlineaires,¿ Rev. Francaise dAut. Inf. Rech. Oper., vol. R-2, pp. 41-76, 1975) - for signal reconstruction from partial Fourier (i.e., incomplete frequency) measurements. Signals are reconstructed as minimizers of the sum of three terms corresponding to total variation, ¿1-norm of a certain transform, and least squares data fitting. Our algorithm, called RecPF and published online, runs very fast (typically in a few seconds on a laptop) because it requires a small number of iterations, each involving simple shrinkages and two fast Fourier transforms (or alternatively discrete cosine transforms when measurements are in the corresponding domain). RecPF was compared with two state-of-the-art algorithms on recovering magnetic resonance images, and the results show that it is highly efficient, stable, and robust.