Weak Stability of l1-Minimization Methods in Sparse Data Reconstruction

被引:4
作者
Zhao, Yun-Bin [1 ]
Jiang, Houyuan [2 ]
Luo, Zhi-Quan [3 ]
机构
[1] Univ Birmingham, Sch Math, Birmingham B15 2TT, W Midlands, England
[2] Univ Cambridge, Judge Business Sch, Cambridge CB2 1AG, England
[3] Chinese Univ Hong Kong, Shenzhen Res Inst Big Data, Shenzhen 51872, Guangdong, Peoples R China
基金
英国工程与自然科学研究理事会;
关键词
sparsity optimization; l(1)-minimization; convex optimization; linear program; weak stability; weak range space property; SIGNAL RECOVERY; SUFFICIENT CONDITIONS; SOLUTION UNIQUENESS; SYSTEMS; REPRESENTATIONS; ROBUSTNESS; PROPERTY; BOUNDS;
D O I
10.1287/moor.2017.0919
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
As one of the most plausible convex optimization methods for sparse data reconstruction, l(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 the restricted isometry property, null space property, and mutual coherence. In this paper, we propose a unified means to develop the so-called weak stability theory for l(1)-minimization methods under the condition called the weak range space property of a transposed design matrix, which turns out to be a necessary and sufficient condition for the standard l(1)-minimization method to be weakly stable in sparse data reconstruction. The reconstruction error bounds established in this paper are measured by the so-called Robinson's constant. We also provide a unified weak stability result for standard l(1)-minimization under several existing compressed sensing matrix properties. In particular, the weak stability of this method under the constant-free range space property of the transposed design matrix is established, to our knowledge, for the first time in this paper. Different from the existing analysis, we utilize the classic Hoffman's lemma concerning the error bound of linear systems as well as Dudley's theorem concerning the polytope approximation of the unit ball to show that l(1)-minimization is robustly and weakly stable in recovering sparse data from inaccurate measurements.
引用
收藏
页码:173 / 195
页数:23
相关论文
共 49 条
[1]   On the Theorem of Uniform Recovery of Random Sampling Matrices [J].
Andersson, Joel ;
Stromberg, Jan-Olov .
IEEE TRANSACTIONS ON INFORMATION THEORY, 2014, 60 (03) :1700-1710
[2]  
[Anonymous], 1965, THESIS
[3]  
[Anonymous], 1996, inAppliedMathematics and Parallel Computing
[4]   From Sparse Solutions of Systems of Equations to Sparse Modeling of Signals and Images [J].
Bruckstein, Alfred M. ;
Donoho, David L. ;
Elad, Michael .
SIAM REVIEW, 2009, 51 (01) :34-81
[5]   The gap between the null space property and the restricted isometry property [J].
Cahill, Jameson ;
Chen, Xuemei ;
Wang, Rongrong .
LINEAR ALGEBRA AND ITS APPLICATIONS, 2016, 501 :363-375
[6]   Sparse Representation of a Polytope and Recovery of Sparse Signals and Low-Rank Matrices [J].
Cai, T. Tony ;
Zhang, Anru .
IEEE TRANSACTIONS ON INFORMATION THEORY, 2014, 60 (01) :122-132
[7]   Sharp RIP bound for sparse signal and low-rank matrix recovery [J].
Cai, T. Tony ;
Zhang, Anru .
APPLIED AND COMPUTATIONAL HARMONIC ANALYSIS, 2013, 35 (01) :74-93
[8]   New Bounds for Restricted Isometry Constants [J].
Cai, T. Tony ;
Wang, Lie ;
Xu, Guangwu .
IEEE TRANSACTIONS ON INFORMATION THEORY, 2010, 56 (09) :4388-4394
[9]   Decoding by linear programming [J].
Candes, EJ ;
Tao, T .
IEEE TRANSACTIONS ON INFORMATION THEORY, 2005, 51 (12) :4203-4215
[10]  
Candes E, 2007, ANN STAT, V35, P2313, DOI 10.1214/009053606000001523