This paper shows that the solutions to various convex $\ell_1$ minimization problems are \emph{unique} if and only if a common set of conditions are satisfied. This result applies broadly to the basis pursuit model, basis pursuit denoising model, Lasso model, as well as other $\ell_1$ models that either minimize $f(Ax-b)$ or impose the constraint $f(Ax-b)\leqσ$, where $f$ is a strictly convex function. For these models, this paper proves that, given a solution $x^*$ and defining $I=\supp(x^*)$ and $s=\sign(x^*_I)$, $x^*$ is the unique solution if and only if $A_I$ has full column rank and there exists $y$ such that $A_I^Ty=s$ and $|a_i^Ty|_\infty<1$ for $i\not\in I$. This condition is previously known to be sufficient for the basis pursuit model to have a unique solution supported on $I$. Indeed, it is also necessary, and applies to a variety of other $\ell_1$ models. The paper also discusses ways to recognize unique solutions and verify the uniqueness conditions numerically.
We consider a class of l0-minimization problems, which is to search for the partial sparsest solution to an underdetermined linear system with additional constraints. We introduce several concepts, including lp-induced norm (0 < p < 1), maximal scaled spark and scaled mutual coherence, to develop several new uniqueness conditions for the partial sparsest solution to this class of l0-minimization problems. A further improvement of some of these uniqueness criteria have been also achieved through the so-called concepts such as maximal scaled (sub)coherence rank.
On the Uniqueness of Solutions in GPS Source Localization: Distance and Squared-Distance Minimization under Limited Measurements in Two and Three Dimensions
The optimization problem with sparsity arises in many areas of science and engineering such as compressed sensing, image processing, statistical learning and data sparse approximation. In this paper, we study the dual-density-based reweighted $\ell_{1}$-algorithms for a class of $\ell_{0}$-minimization models which can be used to model a wide range of practical problems. This class of algorithms is based on certain convex relaxations of the reformulation of the underlying $\ell_{0}$-minimization model. Such a reformulation is a special bilevel optimization problem which, in theory, is equivale…
The $\ell_1$-synthesis model and the $\ell_1$-analysis model recover structured signals from their undersampled measurements. The solution of former is a sparse sum of dictionary atoms, and that of the latter makes sparse correlations with dictionary atoms. This paper addresses the question: when can we trust these models to recover specific signals? We answer the question with a condition that is both necessary and sufficient to guarantee the recovery to be unique and exact and, in presence of measurement noise, to be robust. The condition is one--for--all in the sense that it applies to both…
In the context of compressed sensing, the nonconvex $\ell_q$ minimization with $0<q<1$ has been studied in recent years. In this paper, by generalizing the sharp bound for $\ell_1$ minimization of Cai and Zhang, we show that the condition $δ_{(s^q+1)k}<\dfrac{1}{\sqrt{s^{q-2}+1}}$ in terms of \emph{restricted isometry constant (RIC)} can guarantee the exact recovery of $k$-sparse signals in noiseless case and the stable recovery of approximately $k$-sparse signals in noisy case by $\ell_q$ minimization. This result is more general than the sharp bound for $\ell_1$ minimization when the order o…
In this paper, we introduce a weighted $\ell_2/\ell_1$ minimization to recover block sparse signals with arbitrary prior support information. When partial prior support information is available, a sufficient condition based on the high order block RIP is derived to guarantee stable and robust recovery of block sparse signals via the weighted $\ell_2/\ell_1$ minimization. We then show if the accuracy of arbitrary prior block support estimate is at least $50\%$, the sufficient recovery condition by the weighted $\ell_2/\ell_{1}$ minimization is weaker than that by the $\ell_2/\ell_{1}$ minimizat…
An algorithmic framework, based on the difference of convex functions algorithm (DCA), is proposed for minimizing a class of concave sparse metrics for compressed sensing problems. The resulting algorithm iterates a sequence of $\ell_1$ minimization problems. An exact sparse recovery theory is established to show that the proposed framework always improves on the basis pursuit ($\ell_1$ minimization) and inherits robustness from it. Numerical examples on success rates of sparse solution recovery illustrate further that, unlike most existing non-convex compressed sensing solvers in the literatu…
We study the recovery of sparse signals from underdetermined linear measurements when a potentially erroneous support estimate is available. Our results are twofold. First, we derive necessary and sufficient conditions for signal recovery from compressively sampled measurements using weighted $\ell_1$-norm minimization. These conditions, which depend on the choice of weights as well as the size and accuracy of the support estimate, are on the null space of the measurement matrix. They can guarantee recovery even when standard $\ell_1$ minimization fails. Second, we derive bounds on the number …
It is now well understood that $\ell_1$ minimization algorithm is able to recover sparse signals from incomplete measurements [2], [1], [3] and sharp recoverable sparsity thresholds have also been obtained for the $\ell_1$ minimization algorithm. However, even though iterative reweighted $\ell_1$ minimization algorithms or related algorithms have been empirically observed to boost the recoverable sparsity thresholds for certain types of signals, no rigorous theoretical results have been established to prove this fact. In this paper, we try to provide a theoretical foundation for analyzing the …
In this paper, we study the support recovery conditions of weighted $\ell_1$ minimization for signal reconstruction from compressed sensing measurements when multiple support estimate sets with different accuracy are available. We identify a class of signals for which the recovered vector from $\ell_1$ minimization provides an accurate support estimate. We then derive stability and robustness guarantees for the weighted $\ell_1$ minimization problem with more than one support estimate. We show that applying a smaller weight to support estimate that enjoy higher accuracy improves the recovery c…
Affine phase retrieval is the problem of recovering signals from the magnitude-only measurements with a priori information. In this paper, we use the $\ell_1$ minimization to exploit the sparsity of signals for affine phase retrieval, showing that $O(k\log(en/k))$ Gaussian random measurements are sufficient to recover all $k$-sparse signals by solving a natural $\ell_1$ minimization program, where $n$ is the dimension of signals. For the case where measurements are corrupted by noises, the reconstruction error bounds are given for both real-valued and complex-valued signals. Our results demons…
We study the recovery conditions of weighted mixed $\ell_2/\ell_p\,(0<p\leq 1)$ minimization for block sparse signal reconstruction from compressed measurements when partial block support information is available. We show that the block $p$-restricted isometry property (RIP) can ensure the robust recovery. Moreover, we present the sufficient and necessary condition for the recovery by using weighted block $p$-null space property. The relationship between the block $p$-RIP and the weighted block $p$-null space property has been established. Finally, we illustrate our results with a series of nu…
In the paper, we introduce an unconstrained analysis model based on the $\ell_{1}-α\ell_{2}$ $(0< α\leq1)$ minimization for the signal and image reconstruction. We develop some new technology lemmas for tight frame, and the recovery guarantees based on the restricted isometry property adapted to frames. The effective algorithm is established for the proposed nonconvex analysis model. We illustrate the performance of the proposed model and algorithm for the signal and compressed sensing MRI reconstruction via extensive numerical experiments. And their performance is better than that of the exis…
In this paper, it is proved that every $s$-sparse vector ${\bf x}\in {\mathbb R}^n$ can be exactly recovered from the measurement vector ${\bf z}={\bf A} {\bf x}\in {\mathbb R}^m$ via some $\ell^q$-minimization with $0< q\le 1$, as soon as each $s$-sparse vector ${\bf x}\in {\mathbb R}^n$ is uniquely determined by the measurement ${\bf z}$.
This paper considers solving the unconstrained $\ell_q$-norm ($0\leq q<1$) regularized least squares ($\ell_q$-LS) problem for recovering sparse signals in compressive sensing. We propose two highly efficient first-order algorithms via incorporating the proximity operator for nonconvex $\ell_q$-norm functions into the fast iterative shrinkage/thresholding (FISTA) and the alternative direction method of multipliers (ADMM) frameworks, respectively. Furthermore, in solving the nonconvex $\ell_q$-LS problem, a sequential minimization strategy is adopted in the new algorithms to gain better global …
Recently, finding the sparsest solution of an underdetermined linear system has become an important request in many areas such as compressed sensing, image processing, statistical learning, and data sparse approximation. In this paper, we study some theoretical properties of the solutions to a general class of $\ell_{0}$-minimization problems, which can be used to deal with many practical applications. We establish some necessary conditions for a point being the sparsest solution to this class of problems, and we also characterize the conditions for the multiplicity of the sparsest solutions t…
This paper presents a new method, referred to here as the sparsity invariant transformation based $\ell_1$ minimization, to solve the $\ell_0$ minimization problem for an over-determined linear system corrupted by additive sparse errors with arbitrary intensity. Many previous works have shown that $\ell_1$ minimization can be applied to realize sparse error detection in many over-determined linear systems. However, performance of this approach is strongly dependent on the structure of the measurement matrix, which limits application possibility in practical problems. Here, we present a new app…
As one of the most plausible convex optimization methods for sparse data reconstruction, $\ell_1$-minimization plays a fundamental role in the development of sparse optimization theory. The stability of this method has been addressed in the literature under various assumptions such as restricted isometry property (RIP), null space property (NSP), and mutual coherence. In this paper, we propose a unified means to develop the so-called weak stability theory for $\ell_1$-minimization methods under the condition called weak range space property of a transposed design matrix, which turns out to be …
In this paper we address the recovery conditions of weighted $\ell_p$ minimization for signal reconstruction from compressed sensing measurements when partial support information is available. We show that weighted $\ell_p$ minimization with $0<p<1$ is stable and robust under weaker sufficient conditions compared to weighted $\ell_1$ minimization. Moreover, the sufficient recovery conditions of weighted $\ell_p$ are weaker than those of regular $\ell_p$ minimization if at least $50%$ of the support estimate is accurate. We also review some algorithms which exist to solve the non-convex $\ell_p…
It is well known that $\ell_1$ minimization can be used to recover sufficiently sparse unknown signals from compressed linear measurements. In fact, exact thresholds on the sparsity, as a function of the ratio between the system dimensions, so that with high probability almost all sparse signals can be recovered from iid Gaussian measurements, have been computed and are referred to as "weak thresholds" \cite{D}. In this paper, we introduce a reweighted $\ell_1$ recovery algorithm composed of two steps: a standard $\ell_1$ minimization step to identify a set of entries where the signal is likel…
In this paper we introduce a nonuniform sparsity model and analyze the performance of an optimized weighted $\ell_1$ minimization over that sparsity model. In particular, we focus on a model where the entries of the unknown vector fall into two sets, with entries of each set having a specific probability of being nonzero. We propose a weighted $\ell_1$ minimization recovery algorithm and analyze its performance using a Grassmann angle approach. We compute explicitly the relationship between the system parameters-the weights, the number of measurements, the size of the two sets, the probabiliti…
In this paper, we propose a support driven reweighted $\ell_1$ minimization algorithm (SDRL1) that solves a sequence of weighted $\ell_1$ problems and relies on the support estimate accuracy. Our SDRL1 algorithm is related to the IRL1 algorithm proposed by Cand{è}s, Wakin, and Boyd. We demonstrate that it is sufficient to find support estimates with \emph{good} accuracy and apply constant weights instead of using the inverse coefficient magnitudes to achieve gains similar to those of IRL1. We then prove that given a support estimate with sufficient accuracy, if the signal decays according to a…
The divergence minimization problem plays an important role in various fields. In this note, we focus on differentiable and strictly convex divergences. For some minimization problems, we show the minimizer conditions and the uniqueness of the minimizer without assuming a specific form of divergences. Furthermore, we show geometric properties related to the minimization problems.
The definition of the graph Fourier transform is a fundamental issue in graph signal processing. Conventional graph Fourier transform is defined through the eigenvectors of the graph Laplacian matrix, which minimize the $\ell_2$ norm signal variation. However, the computation of Laplacian eigenvectors is expensive when the graph is large. In this paper, we propose an alternative definition of graph Fourier transform based on the $\ell_1$ norm variation minimization. We obtain a necessary condition satisfied by the $\ell_1$ Fourier basis, and provide a fast greedy algorithm to approximate the $…
In an interference network, joint power and admission control aims to support a maximum number of links at their specified signal to interference plus noise ratio (SINR) targets while using a minimum total transmission power. In our previous work, we formulated the joint control problem as a sparse $\ell_0$-minimization problem and relaxed it to a $\ell_1$-minimization problem. In this work, we propose to approximate the $\ell_0$-optimization problem to a p norm minimization problem where $0<p<1$, since intuitively p norm will approximate 0 norm better than 1 norm. We first show that the $\ell…
In compressed sensing sparse solutions are usually obtained by solving an $\ell^1$-minimization problem. Furthermore, the sparsity of the signal does need not be directly given. In fact, it is sufficient to have a signal that is sparse after an application of a suitable transform. In this paper we consider the stability of solutions obtained from $\ell^p$-minimization for arbitrary $0<p \leq1$. Further we suppose that the signals are sparse with respect to general redundant transforms associated to not necessarily tight frames. Since we are considering general frames the role of the dual frame…
Sparse signal recovery has been dominated by the basis pursuit denoise (BPDN) problem formulation for over a decade. In this paper, we propose an algorithm that outperforms BPDN in finding sparse solutions to underdetermined linear systems of equations at no additional computational cost. Our algorithm, called WSPGL1, is a modification of the spectral projected gradient for $\ell_1$ minimization (SPGL1) algorithm in which the sequence of LASSO subproblems are replaced by a sequence of weighted LASSO subproblems with constant weights applied to a support estimate. The support estimate is derive…
We consider a decomposition method for compressive streaming data in the context of online compressive Robust Principle Component Analysis (RPCA). The proposed decomposition solves an $n$-$\ell_1$ cluster-weighted minimization to decompose a sequence of frames (or vectors), into sparse and low-rank components, from compressive measurements. Our method processes a data vector of the stream per time instance from a small number of measurements in contrast to conventional batch RPCA, which needs to access full data. The $n$-$\ell_1$ cluster-weighted minimization leverages the sparse components al…
Weighted $\ell_1$-minimization has been studied as a technique for the reconstruction of a sparse signal from compressively sampled measurements when prior information about the signal, in the form of a support estimate, is available. In this work, we study the recovery conditions and the associated recovery guarantees of weighted $\ell_1$-minimization when arbitrarily many distinct weights are permitted. For example, such a setup might be used when one has multiple estimates for the support of a signal, and these estimates have varying degrees of accuracy. Our analysis yields an extension to …
Analysis $\ell_1$-recovery refers to a technique of recovering a signal that is sparse in some transform domain from incomplete corrupted measurements. This includes total variation minimization as an important special case when the transform domain is generated by a difference operator. In the present paper we provide a bound on the number of Gaussian measurements required for successful recovery for total variation and for the case that the analysis operator is a frame. The bounds are particularly suitable when the sparsity of the analysis representation of the signal is not very small.
The sparse optimization problems arise in many areas of science and engineering, such as compressed sensing, image processing, statistical and machine learning. The $\ell_{0}$-minimization problem is one of such optimization problems, which is typically used to deal with signal recovery. The $\ell_{1}$-minimization method is one of the plausible approaches for solving the $\ell_{0}$-minimization problems, and thus the stability of such a numerical method is vital for signal recovery. In this paper, we establish a stability result for the $\ell_{1}$-minimization problems associated with a gener…
Solving compressed sensing problems relies on the properties of sparse signals. It is commonly assumed that the sparsity s needs to be less than one half of the spark of the sensing matrix A, and then the unique sparsest solution exists, and recoverable by $\ell_1$-minimization or related procedures. We discover, however, a measure theoretical uniqueness exists for nearly spark-level sparsity from compressed measurements Ax = b. Specifically, suppose A is of full spark with m rows, and suppose $\frac{m}{2}$ < s < m. Then the solution to Ax = b is unique for x with $\|x\|_0 \leq s$ up to a set …
In the paper, we proposed the Dantzig selector based on the $\ell_{1}-α\ell_{2}$~$(0< α\leq1)$ minimization for the signal recovery. In the Dantzig selector, the constraint $\|{\bf A}^{\top}({\bf b}-{\bf A}{\bf x})\|_\infty \leq η$ for some small constant $η>0$ means the columns of ${\bf A}$ has very weakly correlated with the error vector ${\bf e}={\bf A}{\bf x}-{\bf b}$. First, recovery guarantees based on the restricted isometry property (RIP) are established for signals. Next, we propose the effective algorithm to solve the proposed Dantzig selector. Last, we illustrate the proposed model …
In this paper we study the compressed sensing problem of recovering a sparse signal from a system of underdetermined linear equations when we have prior information about the probability of each entry of the unknown signal being nonzero. In particular, we focus on a model where the entries of the unknown vector fall into two sets, each with a different probability of being nonzero. We propose a weighted $\ell_1$ minimization recovery algorithm and analyze its performance using a Grassman angle approach. We compute explicitly the relationship between the system parameters (the weights, the numb…
Model-based compressed sensing refers to compressed sensing with extra structure about the underlying sparse signal known a priori. Recent work has demonstrated that both for deterministic and probabilistic models imposed on the signal, this extra information can be successfully exploited to enhance recovery performance. In particular, weighted $\ell_1$-minimization with suitable choice of weights has been shown to improve performance in the so called non-uniform sparse model of signals. In this paper, we consider a full generalization of the non-uniform sparse model with very mild assumptions…
This work is about recovering an analysis-sparse vector, i.e. sparse vector in some transform domain, from under-sampled measurements. In real-world applications, there often exist random analysis-sparse vectors whose distribution in the analysis domain are known. To exploit this information, a weighted $\ell_1$ analysis minimization is often considered. The task of choosing the weights in this case is however challenging and non-trivial. In this work, we provide an analytical method to choose the suitable weights. Specifically, we first obtain a tight upper-bound expression for the expected n…
Wireless communication systems that rely on orthogonal frequency-division multiplexing (OFDM) suffer from a high peak-to-average (power) ratio (PAR), which necessitates power-inefficient radio-frequency (RF) chains to avoid an increase in error-vector magnitude (EVM) and out-of-band (OOB) emissions. The situation is further aggravated in massive multiuser (MU) multiple-input multiple-output (MIMO) systems that would require hundreds of linear RF chains. In this paper, we present a novel approach to joint precoding and PAR reduction that builds upon a novel $\ell^p\!-\!\ell^q$-norm formulation,…
Parameter estimation from multiple measurement vectors (MMVs) is a fundamental problem in many signal processing applications, e.g., spectral analysis and direction-of- arrival estimation. Recently, this problem has been address using prior information in form of a jointly sparse signal structure. A prominent approach for exploiting joint sparsity considers mixed-norm minimization in which, however, the problem size grows with the number of measurements and the desired resolution, respectively. In this work we derive an equivalent, compact reformulation of the $\ell_{2,1}$ mixed-norm minimizat…
In many application areas we are faced with the following question: Can we recover a sparse vector $x_o \in \mathbb{R}^N$ from its undersampled set of noisy observations $y \in \mathbb{R}^n$, $y=A x_o+w$. The last decade has witnessed a surge of algorithms and theoretical results addressing this question. One of the most popular algorithms is the $\ell_p$-regularized least squares (LPLS) given by the following formulation: \[ \hat{x}(γ,p )\in \arg\min_x \frac{1}{2}\|y - Ax\|_2^2+γ\|x\|_p^p, \] where $p \in [0,1]$. Despite the non-convexity of these problems for $p<1$, they are still appealing …
