English

On Partly Smoothness, Activity Identification and Faster Algorithms of $L_1$ over $L_2$ Minimization

Optimization and Control 2024-01-30 v1

Abstract

The L1/L2L_1/L_2 norm ratio arose as a sparseness measure and attracted a considerable amount of attention due to three merits: (i) sharper approximations of L0L_0 compared to the L1L_1; (ii) parameter-free and scale-invariant; (iii) more attractive than L1L_1 under highly-coherent matrices. In this paper, we first establish the partly smooth property of L1L_1 over L2L_2 minimization relative to an active manifold M{\cal M} and also demonstrate its prox-regularity property. Second, we reveal that ADMMp_p (or ADMMp+^+_p) can identify the active manifold within a finite iterations. This discovery contributes to a deeper understanding of the optimization landscape associated with L1L_1 over L2L_2 minimization. Third, we propose a novel heuristic algorithm framework that combines ADMMp_p (or ADMMp+^+_p) with a globalized semismooth Newton method tailored for the active manifold M{\cal M}. This hybrid approach leverages the strengths of both methods to enhance convergence. Finally, through extensive numerical simulations, we showcase the superiority of our heuristic algorithm over existing state-of-the-art methods for sparse recovery.

Keywords

Cite

@article{arxiv.2401.15405,
  title  = {On Partly Smoothness, Activity Identification and Faster Algorithms of $L_1$ over $L_2$ Minimization},
  author = {Min Tao and Xiao-Ping Zhang and Zi-Hao Xia},
  journal= {arXiv preprint arXiv:2401.15405},
  year   = {2024}
}