English

Necessary and sufficient conditions of solution uniqueness in $\ell_1$ minimization

Information Theory 2015-11-23 v2 math.IT Numerical Analysis Optimization and Control

Abstract

This paper shows that the solutions to various convex 1\ell_1 minimization problems are \emph{unique} if and only if a common set of conditions are satisfied. This result applies broadly to the basis pursuit model, basis pursuit denoising model, Lasso model, as well as other 1\ell_1 models that either minimize f(Axb)f(Ax-b) or impose the constraint f(Axb)σf(Ax-b)\leq\sigma, where ff is a strictly convex function. For these models, this paper proves that, given a solution xx^* and defining I=\supp(x)I=\supp(x^*) and s=\sign(xI)s=\sign(x^*_I), xx^* is the unique solution if and only if AIA_I has full column rank and there exists yy such that AITy=sA_I^Ty=s and aiTy<1|a_i^Ty|_\infty<1 for i∉Ii\not\in I. This condition is previously known to be sufficient for the basis pursuit model to have a unique solution supported on II. Indeed, it is also necessary, and applies to a variety of other 1\ell_1 models. The paper also discusses ways to recognize unique solutions and verify the uniqueness conditions numerically.

Keywords

Cite

@article{arxiv.1209.0652,
  title  = {Necessary and sufficient conditions of solution uniqueness in $\ell_1$ minimization},
  author = {Hui Zhang and Wotao Yin and Lizhi Cheng},
  journal= {arXiv preprint arXiv:1209.0652},
  year   = {2015}
}

Comments

6 pages; revised version; submitted