bibtype J - Journal Article
ARLID 0448595
utime 20240103210839.4
mtime 20151022235959.9
WOS 000357406900015
SCOPUS 84940396270
DOI 10.1137/140968240
title (primary) (eng) A New Computational Method for the Sparsest Solutions to Systems of Linear Equations
specification
page_count 25 s.
media_type P
serial
ARLID cav_un_epca*0255073
ISSN 1052-6234
title SIAM Journal on Optimization
volume_id 25
volume 2 (2015)
page_num 1110-1134
publisher
name SIAM Society for Industrial and Applied Mathematics
keyword l(0)-minimization
keyword sparsest solution
keyword reweighted l(1)-method
keyword sparsity recovery
author (primary)
ARLID cav_un_auth*0320844
name1 Zhao
name2 Y.-B.
country GB
author
ARLID cav_un_auth*0101131
name1 Kočvara
name2 Michal
full_dept (cz) Matematická teorie rozhodování
full_dept Department of Decision Making Theory
department (cz) MTR
department MTR
institution UTIA-B
full_dept Department of Decision Making Theory
share 50
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
source
url http://library.utia.cas.cz/separaty/2015/MTR/kocvara-0448595.pdf
cas_special
project
project_id GAP201/12/0671
agency GA ČR
country CZ
ARLID cav_un_auth*0289475
project
project_id EP/K00946X/1
agency EPSRC
country GB
ARLID cav_un_auth*0320649
abstract (eng) The connection between the sparsest solution to an underdetermined system of linear equations and the weighted l(1)-minimization problem is established in this paper. We show that seeking the sparsest solution to a linear system can be transformed to searching for the densest slack variable of the dual problem of weighted l(1)-minimization with all possible choices of nonnegative weights. Motivated by this fact, a new reweighted l(1)-algorithm for the sparsest solutions of linear systems, going beyond the framework of existing sparsity-seeking methods, is proposed in this paper. Unlike existing reweighted l(1)-methods that are based on the weights defined directly in terms of iterates, the new algorithm computes a weight in dual space via certain convex optimization and uses such a weight to locate the sparsest solutions. It turns out that the new algorithm converges to the sparsest solutions of linear systems under some mild conditions that do not require the uniqueness of the sparsest solutions.
reportyear 2016
RIV BA
num_of_auth 2
inst_support RVO:67985556
permalink http://hdl.handle.net/11104/0250574
confidential S
mrcbT16-e MATHEMATICSAPPLIED
mrcbT16-j 2.751
mrcbT16-s 3.235
mrcbT16-4 Q1
mrcbT16-B 99.125
mrcbT16-C 97.441
mrcbT16-D Q1*
mrcbT16-E Q1*
arlyear 2015
mrcbU14 84940396270 SCOPUS
mrcbU34 000357406900015 WOS
mrcbU63 cav_un_epca*0255073 SIAM Journal on Optimization 1052-6234 1095-7189 Roč. 25 č. 2 2015 1110 1134 SIAM Society for Industrial and Applied Mathematics