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arXiv 1306.3774cs.ITmath.ITmath.OC
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欠定线性方程组与$\ell_q$ -优化阈值

Under-determined linear systems and $\ell_q$-optimization thresholds

Mihailo Stojnic

摘要:

最近的研究欠定线性方程组的稀疏解决方案显示了巨大的实际和理论效率的一个特定的技术称为$\ell_1$ -优化。Seminal作品\cite{CRT,DOnoho06CS}第一次严格地证实了这一点。也就是说,\cite{CRT,DOnoho06CS}表明,在统计背景下,$\ell_1$技术可以恢复稀疏解欠定系统,即使当稀疏度是线性成比例的系统的维数。一个后续\cite{DonohoPol}然后精确地表征这样的线性通过几何方法和一系列的工作\cite{StojnicCSetam09,StojnicUpper10,StojnicEquiv10}重申声明的\cite{DonohoPol}通过一个纯粹的概率方法。理论上,$\ell_1$的一个有趣的替代方案是一个更通用的版本,称为$\ell_q$(具有基本上任意的$q$)。虽然$\ell_1$通常被认为是稀疏范数$\ell_0$的第一个可用的凸松弛,但是$\ell_q,0\leq q\leq 1$尽管是非凸的,在技术上应该是$\ell_0$的更严格的松弛。即使开发多项式(或接近多项式)算法的非凸问题仍处于其初始阶段,人们可能会想知道什么将是一个$\ell_q,0\leq q\leq 1$的限制,松弛,即使在某些时候,可以开发算法,可以处理其非凸性。这一系列的答案和一些相关的问题正是我们在本文中提出的。

英文摘要:

Recent studies of under-determined linear systems of equations with sparse solutions showed a great practical and theoretical efficiency of a particular technique called $\ell_1$-optimization. Seminal works \cite{CRT,DOnoho06CS} rigorously confirmed it for the first time. Namely, \cite{CRT,DOnoho06CS} showed, in a statistical context, that $\ell_1$ technique can recover sparse solutions of under-determined systems even when the sparsity is linearly proportional to the dimension of the system. A followup \cite{DonohoPol} then precisely characterized such a linearity through a geometric approach and a series of work\cite{StojnicCSetam09,StojnicUpper10,StojnicEquiv10} reaffirmed statements of \cite{DonohoPol} through a purely probabilistic approach. A theoretically interesting alternative to $\ell_1$ is a more general version called $\ell_q$ (with an essentially arbitrary $q$). While $\ell_1$ is typically considered as a first available convex relaxation of sparsity norm $\ell_0$, $\ell_q,0\leq q\leq 1$, albeit non-convex, should technically be a tighter relaxation of $\ell_0$. Even though developing polynomial (or close to be polynomial) algorithms for non-convex problems is still in its initial phases one may wonder what would be the limits of an $\ell_q,0\leq q\leq 1$, relaxation even if at some point one can develop algorithms that could handle its non-convexity. A collection of answers to this and a few realted questions is precisely what we present in this paper.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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