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Stability Analysis for a Class of Sparse Optimization Problems (1904.09637v1)

Published 21 Apr 2019 in math.OC, cs.IT, and math.IT

Abstract: 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 general class of $\ell_{0}$-minimization problems. To this goal, we introduce the concept of restricted weak range space property (RSP) of a transposed sensing matrix, which is a generalized version of the weak RSP of the transposed sensing matrix introduced in [Zhao et al., Math. Oper. Res., 44(2019), 175-193]. The stability result established in this paper includes several existing ones as special cases.

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Authors (2)
  1. Jialiang Xu (15 papers)
  2. Yun-Bin Zhao (22 papers)
Citations (6)

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