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 to the problem. Finally, we discuss certain conditions for the boundedness of the solution set of this class of problems.
A counterexample to uniqueness of global minimizers of semilinear optimal control problems is given. The lack of uniqueness occurs for a special choice of the state-target in the cost functional. Our arguments show also that, for some state-targets, there exist local minimizers, which are not global. When this occurs, gradient-type algorithms may be trapped by the local minimizers, thus missing the global ones. Furthermore, the issue of convexity of quadratic functional in optimal control is analyzed in an abstract setting. As a Corollary of the nonuniqueness of the minimizers, a nonuniqueness…
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…
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…
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…
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…
In this paper, we consider the efficient and robust reconstruction of signals and images via $\ell_{1}-α\ell_{2}~(0<α\leq 1)$ minimization in impulsive noise case. To achieve this goal, we introduce two new models: the $\ell_1-α\ell_2$ minimization with $\ell_1$ constraint, which is called $\ell_1-α\ell_2$-LAD, the $\ell_1-α\ell_2$ minimization with Dantzig selector constraint, which is called $\ell_1-α\ell_2$-DS. We first show that sparse signals or nearly sparse signals can be exactly or stably recovered via $\ell_{1}-α\ell_{2}$ minimization under some conditions based on the restricted $1$-…
We focus on the minimization of the least square loss function either under a $k$-sparse constraint or with a sparse penalty term. Based on recent results, we reformulate the $\ell_0$ pseudo-norm exactly as a convex minimization problem by introducing an auxiliary variable. We then propose an exact biconvex reformulation of the $\ell_2-\ell_0$ constrained and penalized problems. We give correspondence results between minimizers of the initial function and the reformulated ones. The reformulation is biconvex and the non-convexity is due to a penalty term. These two properties are used to derive…
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…
The $\ell_1$ norm is the tight convex relaxation for the $\ell_0$ "norm" and has been successfully applied for recovering sparse signals. For problems with fewer samplings, one needs to enhance the sparsity by nonconvex penalties such as $\ell_p$ "norm". As one method for solving $\ell_p$ minimization problems, iteratively reweighted $\ell_1$ minimization updates the weight for each component based on the value of the same component at the previous iteration. It assigns large weights on small components in magnitude and small weights on large components in magnitude. In this paper, we consider…
We study the robustness properties of $\ell_1$ norm minimization for the classical linear regression problem with a given design matrix and contamination restricted to the dependent variable. We perform a fine error analysis of the $\ell_1$ estimator for measurements errors consisting of outliers coupled with noise. We introduce a new estimation technique resulting from a regularization of $\ell_1$ minimization by inf-convolution with the $\ell_2$ norm. Concerning robustness to large outliers, the proposed estimator keeps the breakdown point of the $\ell_1$ estimator, and reduces to least squa…
Friedrich-Alexander-Universität Erlangen-Nürnberg（埃尔朗根-纽伦堡大学）；Technical University of Denmark（丹麦技术大学）；Vrije Universiteit Brussel（布鲁塞尔自由大学）；iMinds
In the context of compressed sensing (CS), this paper considers the problem of reconstructing sparse signals with the aid of other given correlated sources as multiple side information. To address this problem, we theoretically study a generic \textcolor{black}{weighted $n$-$\ell_{1}$ minimization} framework and propose a reconstruction algorithm that leverages multiple side information signals (RAMSI). The proposed RAMSI algorithm computes adaptively optimal weights among the side information signals at every reconstruction iteration. In addition, we establish theoretical bounds on the number…
In this paper we revisit under-determined linear systems of equations with sparse solutions. As is well known, these systems are among core mathematical problems of a very popular compressed sensing field. The popularity of the field as well as a substantial academic interest in linear systems with sparse solutions are in a significant part due to seminal results \cite{CRT,DonohoPol}. Namely, working in a statistical scenario, \cite{CRT,DonohoPol} provided substantial mathematical progress in characterizing relation between the dimensions of the systems and the sparsity of unknown vectors reco…
In this paper, we consider a non-convex problem which is the sum of $\ell_0$-norm and a convex smooth function under box constraint. We propose one proximal iterative hard thresholding type method with extrapolation step used for acceleration and establish its global convergence results. In detail, the sequence generated by the proposed method globally converges to a local minimizer of the objective function. Finally, we conduct numerical experiments to show the proposed method's effectiveness on comparison with some other efficient methods.
For the problem of sparse recovery, it is widely accepted that nonconvex minimizations are better than $\ell_1$ penalty in enhancing the sparsity of solution. However, to date, the theory verifying that nonconvex penalties outperform (or are at least as good as) $\ell_1$ minimization in exact, uniform recovery has mostly been limited to separable cases. In this paper, we establish general recovery guarantees through null space conditions for nonconvex, non-separable regularizations, which are slightly less demanding than the standard null space property for $\ell_1$ minimization.
In this paper, we study the solution uniqueness of an individual feasible vector of a class of convex optimization problems involving convex piecewise affine functions and subject to general polyhedral constraints. This class of problems incorporates many important polyhedral constrained $\ell_1$ recovery problems arising from sparse optimization, such as basis pursuit, LASSO, and basis pursuit denoising, as well as polyhedral gauge recovery. By leveraging the max-formulation of convex piecewise affine functions and convex analysis tools, we develop dual variables based necessary and sufficien…
We consider the efficient minimization of a nonlinear, strictly convex functional with $\ell_1$-penalty term. Such minimization problems appear in a wide range of applications like Tikhonov regularization of (non)linear inverse problems with sparsity constraints. In (2015 Inverse Problems (31) 025005), a globalized Bouligand-semismooth Newton method was presented for $\ell_1$-Tikhonov regularization of linear inverse problems. Nevertheless, a technical assumption on the accumulation point of the sequence of iterates was necessary to prove global convergence. Here, we generalize this method to …
This paper follows the recent discussion on the sparse solution recovery with quasi-norms $\ell_q,~q\in(0,1)$ when the sensing matrix possesses a Restricted Isometry Constant $δ_{2k}$ (RIC). Our key tool is an improvement on a version of "the converse of a generalized Cauchy-Schwarz inequality" extended to the setting of quasi-norm. We show that, if $δ_{2k}\le 1/2$, any minimizer of the $l_q$ minimization, at least for those $q\in(0,0.9181]$, is the sparse solution of the corresponding underdetermined linear system. Moreover, if $δ_{2k}\le0.4931$, the sparse solution can be recovered by any $l…
In this paper, we consider the $\ell_0$ minimization problem whose objective function is the sum of $\ell_0$-norm and convex differentiable function. A variable metric type method which combines the PIHT method and the skill in quasi-newton method, named variable metric extrapolation proximal iterative hard thresholding (VMEPIHT) method, is proposed. Then we analyze its convergence, linear convergence rate and superlinear convergence rate under appropriate assumptions. Finally, we conduct numerical experiments on compressive sensing problem and CT image reconstruction problem to confirm VMPIHT…
The use of generalized LASSO is a common technique for recovery of structured high-dimensional signals. Each generalized LASSO program has a governing parameter whose optimal value depends on properties of the data. At this optimal value, compressed sensing theory explains why LASSO programs recover structured high-dimensional signals with minimax order-optimal error. Unfortunately in practice, the optimal choice is generally unknown and must be estimated. Thus, we investigate stability of each LASSO program with respect to its governing parameter. Our goal is to aid the practitioner in answer…
We propose a Projected Proximal Point Algorithm (ProPPA) for solving a class of optimization problems. The algorithm iteratively computes the proximal point of the last estimated solution projected into an affine space which itself is parallel and approaching to the feasible set. We provide convergence analysis theoretically supporting the general algorithm, and then apply it for solving $\ell_1$-minimization problems and the matrix completion problem. These problems arise in many applications including machine learning, image and signal processing. We compare our algorithm with the existing s…
We consider an $\ell_0$-minimization problem where $f(x) + γ\|x\|_0$ is minimized over a polyhedral set and the $\ell_0$-norm regularizer implicitly emphasizes sparsity of the solution. Such a setting captures a range of problems in image processing and statistical learning. Given the nonconvex and discontinuous nature of this norm, convex regularizers are often employed as substitutes. Therefore, far less is known about directly solving the $\ell_0$-minimization problem. Inspired by [19], we consider resolving an equivalent formulation of the $\ell_0$-minimization problem as a mathematical pr…
In compressed sensing problems, $\ell_1$ minimization or Basis Pursuit was known to have the best provable phase transition performance of recoverable sparsity among polynomial-time algorithms. It is of great theoretical and practical interest to find alternative polynomial-time algorithms which perform better than $\ell_1$ minimization. \cite{Icassp reweighted l_1}, \cite{Isit reweighted l_1}, \cite{XuScaingLaw} and \cite{iterativereweightedjournal} have shown that a two-stage re-weighted $\ell_1$ minimization algorithm can boost the phase transition performance for signals whose nonzero elem…
In this paper we propose a primal-dual homotopy method for $\ell_1$-minimization problems with infinity norm constraints in the context of sparse reconstruction. The natural homotopy parameter is the value of the bound for the constraints and we show that there exists a piecewise linear solution path with finitely many break points for the primal problem and a respective piecewise constant path for the dual problem. We show that by solving a small linear program, one can jump to the next primal break point and then, solving another small linear program, a new optimal dual solution is calculate…
We propose novel necessary and sufficient conditions for a sensing matrix to be "$s$-good" - to allow for exact $\ell_1$-recovery of sparse signals with $s$ nonzero entries when no measurement noise is present. Then we express the error bounds for imperfect $\ell_1$-recovery (nonzero measurement noise, nearly $s$-sparse signal, near-optimal solution of the optimization problem yielding the $\ell_1$-recovery) in terms of the characteristics underlying these conditions. Further, we demonstrate (and this is the principal result of the paper) that these characteristics, although difficult to evalu…
Simon Fraser University（西蒙弗雷泽大学）；The University of Arizona（亚利桑那大学）
The theory of (tight) wavelet frames has been extensively studied in the past twenty years and they are currently widely used for image restoration and other image processing and analysis problems. The success of wavelet frame based models, including balanced approach and analysis based approach, is due to their capability of sparsely approximating piecewise smooth functions like images. Motivated by the balanced approach and analysis based approach, we shall propose a wavelet frame based $\ell_0$ minimization model, where the $\ell_0$ "norm" of the frame coefficients is penalized. We adapt th…
In an interference limited network, joint power and admission control (JPAC) aims at supporting a maximum number of links at their specified signal to interference plus noise ratio (SINR) targets while using a minimum total transmission power. Various convex approximation deflation approaches have been developed for the JPAC problem. In this paper, we propose an effective polynomial time non-convex approximation deflation approach for solving the problem. The approach is based on the non-convex $\ell_q$-minimization approximation of an equivalent sparse $\ell_0$-minimization reformulation of t…
Recently, in a series of papers [32,38,39,41], the ratio of $\ell_1$ and $\ell_2$ norms was proposed as a sparsity inducing function for noiseless compressed sensing. In this paper, we further study properties of such model in the noiseless setting, and propose an algorithm for minimizing $\ell_1$/$\ell_2$ subject to noise in the measurements. Specifically, we show that the extended objective function (the sum of the objective and the indicator function of the constraint set) of the model in [32] satisfies the Kurdyka-Lojasiewicz (KL) property with exponent 1/2; this allows us to establish lin…
A popular robust alternative of the classic principal component analysis (PCA) is the $\ell_1$-norm PCA (L1-PCA), which aims to find a subspace that captures the most variation in a dataset as measured by the $\ell_1$-norm. L1-PCA has shown great promise in alleviating the effect of outliers in data analytic applications. However, it gives rise to a challenging non-smooth non-convex optimization problem, for which existing algorithms are either not scalable or lack strong theoretical guarantees on their convergence behavior. In this paper, we propose a proximal alternating minimization method …
In this article, we develop a posteriori error analysis of a nonconforming finite element method for a linear quadratic elliptic distributed optimal control problem with two different set of constraints, namely (i) integral state constraint and integral control constraint (ii) integral state constraint and pointwise control constraints. In the analysis, we have taken the approach of reducing the state-control constrained minimization problem into a state minimization problem obtained by eliminating the control variable. The reliability and efficiency of a posteriori error estimator are discuss…
Maximization and minimization problems of the principle eigenvalue for divergence form second order elliptic operators with the Dirichlet boundary condition are considered. The principal eigen map of such elliptic operators is introduced and some basic properties of this map, including continuity, concavity, and differentiability with respect to the parameter in the diffusibility matrix, are established. For maximization problem, the admissible control set is convexified to get the existence of an optimal convexified relaxed solution. Whereas, for minimization problem, the relaxation of the pr…
Nonmonotone Barzilai-Borwein Gradient Algorithm for $\ell_1$-Regularized Nonsmooth Minimization in Compressive Sensing
Institute of Applied Mathematics, College of Mathematics and Information Science, Henan University（河南大学数学与信息科学学院应用数学研究所）；National Center for Theoretical Sciences (South), National Cheng Kung University（台湾成功大学南方理论科学中心）；Department of Applied Mathematics, Hong Kong Polytechnic University（香港理工大学应用数学系）
Many practical problems can be formulated as l0-minimization problems with nonnegativity constraints, which seek the sparsest nonnegative solutions to underdetermined linear systems. Recent study indicates that l1-minimization is efficient for solving some classes of l0-minimization problems. From a mathematical point of view, however, the understanding of the relationship between l0- and l1-minimization remains incomplete. In this paper, we further discuss several theoretical questions associated with these two problems. For instance, how to completely characterize the uniqueness of least l1-…
We describe an active-set method for the minimization of an objective function $ϕ$ that is the sum of a smooth convex function and an $\ell_1$-regularization term. A distinctive feature of the method is the way in which active-set identification and {second-order} subspace minimization steps are integrated to combine the predictive power of the two approaches. At every iteration, the algorithm selects a candidate set of free and fixed variables, performs an (inexact) subspace phase, and then assesses the quality of the new active set. If it is not judged to be acceptable, then the set of free …
In this paper we the formulation of inverse problems as constrained minimization problems and their iterative solution by gradient or Newton type. We carry out a convergence analysis in the sense of regularization methods and discuss applicability to the problem of identifying the spatially varying diffusivity in an elliptic PDE from different sets of observations. Among these is a novel hybrid imaging techology known as impedance acoustic tomography, for which we provide numerical experiments.
As a natural extension of compressive sensing and the requirement of some practical problems, Phaseless Compressed Sensing (PCS) has been introduced and studied recently. Many theoretical results have been obtained for PCS with the aid of its convex relaxation. Motivated by successful applications of nonconvex relaxed methods for solving compressive sensing, in this paper, we try to investigate PCS via its nonconvex relaxation. Specifically, we relax PCS in the real context by the corresponding $\ell_p$-minimization with $p\in (0,1)$. We show that there exists a constant $p^\ast\in (0,1]$ such…
This paper develops a novel Continuous-time Accelerated Proximal Point Algorithm (CAPPA) for $\ell_1$-minimization problems with provable fixed-time convergence guarantees. The problem of $\ell_1$-minimization appears in several contexts, such as sparse recovery (SR) in Compressed Sensing (CS) theory, and sparse linear and logistic regressions in machine learning to name a few. Most existing algorithms for solving $\ell_1$-minimization problems are discrete-time, inefficient and require exhaustive computer-guided iterations. CAPPA alleviates this problem on two fronts: (a) it encompasses a con…
Many real world practical problems can be formulated as $\ell_{0}$-minimization problems with nonnegativity constraints, which seek the sparsest nonnegative signals to underdetermined linear systems. They have been widely applied in signal and image processing, machine learning, pattern recognition and computer vision. Unfortunately, this $\ell_{0}$-minimization problem with nonnegativity constraint is computational and NP-hard because of the discrete and discontinuous nature of the $\ell_{0}$-norm. In this paper, we replace the $\ell_{0}$-norm with a non-convex fraction function, and study th…
In the article we have obtained some estimates of the rate of convergence for the recently proposed by Yu.E. Nesterov method of minimization of a convex Lipschitz-continuous function of two variables on a square with a fixed side. The method consists in solving auxiliary problems of one-dimensional minimization along the separating segments and does not imply the calculation of the exact value of the gradient of the objective functional. Experiments have shown that the method under consideration can achieve the desired accuracy of solving the problem in less time than the other methods (gradie…
This paper is concerned with the factorization form of the rank regularized loss minimization problem. To cater for the scenario in which only a coarse estimation is available for the rank of the true matrix, an $\ell_{2,0}$-norm regularized term is added to the factored loss function to reduce the rank adaptively; and account for the ambiguities in the factorization, a balanced term is then introduced. For the least squares loss, under a restricted condition number assumption on the sampling operator, we establish the KL property of exponent $1/2$ of the nonsmooth factored composite function …
Zhejiang University（浙江大学）；Shenzhen University（深圳大学）；The Hong Kong Polytechnic University（香港理工大学）；Chinese Academy of Sciences（中国科学院）
In this paper, we discuss the statistical properties of the $\ell_q$ optimization methods $(0<q\leq 1)$, including the $\ell_q$ minimization method and the $\ell_q$ regularization method, for estimating a sparse parameter from noisy observations in high-dimensional linear regression with either a deterministic or random design. For this purpose, we introduce a general $q$-restricted eigenvalue condition (REC) and provide its sufficient conditions in terms of several widely-used regularity conditions such as sparse eigenvalue condition, restricted isometry property, and mutual incoherence prope…
Georgia Institute of Technology（佐治亚理工学院）；Technische Universität Berlin（柏林工业大学）；Zuse Institute Berlin（柏林祖斯研究所）
The Frank-Wolfe algorithm is a method for constrained optimization that relies on linear minimizations, as opposed to projections. Therefore, a motivation put forward in a large body of work on the Frank-Wolfe algorithm is the computational advantage of solving linear minimizations instead of projections. However, the discussions supporting this advantage are often too succinct or incomplete. In this paper, we review the complexity bounds for both tasks on several sets commonly used in optimization. Projection methods onto the $\ell_p$-ball, $p\in\left]1,2\right[\cup\left]2,+\infty\right[$, an…
University of Wisconsin-Madison（威斯康星大学麦迪逊分校）；Pontificia Universidad Católica de Chile（智利天主教大学）
Composite minimization is a powerful framework in large-scale convex optimization, based on decoupling of the objective function into terms with structurally different properties and allowing for more flexible algorithmic design. We introduce a new algorithmic framework for complementary composite minimization, where the objective function decouples into a (weakly) smooth and a uniformly convex term. This particular form of decoupling is pervasive in statistics and machine learning, due to its link to regularization. The main contributions of our work are summarized as follows. First, we intro…
