Weak stability of 1 -minimization methods in sparse data reconstruction

Yun Bin Zhao, Houyuan Jiang, Zhi Quan Luo

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2 Scopus citations

Abstract

As one of the most plausible convex optimization methods for sparse data reconstruction, ` 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 ` 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 ` 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 ` 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 ` 1 -minimization is robustly and weakly stable in recovering sparse data from inaccurate measurements.

Original languageEnglish (US)
Pages (from-to)173-195
Number of pages23
JournalMathematics of Operations Research
Volume44
Issue number1
DOIs
StatePublished - Feb 2019

Bibliographical note

Funding Information:
Funding:The research was partially supported by the Engineering and Physical Sciences Research Council (EPSRC) [Grant EP/K00946X/1], the Natural Science Foundation of China (NSFC) [Grants 61571384 and 61731018], and the Leading Talents of Guang Dong Province program [Grant 00201510].

Funding Information:
The research was partially supported by the Engineering and Physical Sciences Research Council (EPSRC) [Grant EP/K00946X/1], the Natural Science Foundation of China (NSFC) [Grants 61571384 and 61731018], and the Leading Talents of Guang Dong Province program [Grant 00201510].

Keywords

  • Convex optimization
  • Linear program
  • Sparsity optimization
  • Weak range space property
  • Weak stability
  • ` -minimization

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