Necessary and sufficient conditions of solution uniqueness in $\ell_1$ minimization
Abstract
This paper shows that the solutions to various convex 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 models that either minimize or impose the constraint , where is a strictly convex function. For these models, this paper proves that, given a solution and defining and , is the unique solution if and only if has full column rank and there exists such that and for . This condition is previously known to be sufficient for the basis pursuit model to have a unique solution supported on . Indeed, it is also necessary, and applies to a variety of other 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