Sorted L1/L2 Minimization for Sparse Signal Recovery

Abstract: This paper introduces a novel approach for recovering sparse signals using sorted L1/L2 minimization. The proposed method assigns higher weights to indices with smaller absolute values and lower weights to larger values, effectively preserving the most significant contributions to the signal while promoting sparsity. We present models for both noise-free and noisy scenarios, and rigorously prove the existence of solutions for each case. To solve these models, we adopt a linearization approach inspired by the difference of convex functions algorithm. Our experimental results demonstrate the superiority of our method over state-of-the-art approaches in sparse signal recovery across various circumstances, particularly in support detection.