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We focus on finding sparse and least-$\ell_1$-norm solutions for unconstrained nonlinear optimal control problems. Such optimization problems are non-convex and non-smooth, nevertheless recent versions of Newton method for under-determined…

Optimization and Control · Mathematics 2019-08-28 Boris Polyak , Andrey Tremba

In this paper, we consider a well-known sparse optimization problem that aims to find a sparse solution of a possibly noisy underdetermined system of linear equations. Mathematically, it can be modeled in a unified manner by minimizing…

Optimization and Control · Mathematics 2021-10-01 Lei Yang , Xiaojun Chen , Shuhuang Xiang

Solving under-determined systems of linear equations with sparse solutions attracted enormous amount of attention in recent years, above all, due to work of \cite{CRT,CanRomTao06,DonohoPol}. In \cite{CRT,CanRomTao06,DonohoPol} it was…

Information Theory · Computer Science 2013-04-02 Mihailo Stojnic

In this paper we introduce a nonuniform sparsity model and analyze the performance of an optimized weighted $\ell_1$ minimization over that sparsity model. In particular, we focus on a model where the entries of the unknown vector fall into…

Information Theory · Computer Science 2010-09-21 M. Amin Khajehnejad , Weiyu Xu , A. Salman Avestimehr , Babak Hassibi

Suppose that a solution $\widetilde{\mathbf{x}}$ to an underdetermined linear system $\mathbf{b} = \mathbf{A} \mathbf{x}$ is given. $\widetilde{\mathbf{x}}$ is approximately sparse meaning that it has a few large components compared to…

Information Theory · Computer Science 2015-06-29 Mohammadreza Malek-Mohammadi , Cristian R. Rojas , Magnus Jansson , Massoud Babaie-Zadeh

The null space condition for $\ell_1$ minimization in compressed sensing is a necessary and sufficient condition on the sensing matrices under which a sparse signal can be uniquely recovered from the observation data via $\ell_1$…

Information Theory · Computer Science 2018-02-06 Myung Cho , Kumar Vijay Mishra , Weiyu Xu

Given subsets of uncertain values, we study the problem of identifying the subset of minimum total value (sum of the uncertain values) by querying as few values as possible. This set selection problem falls into the field of explorable…

Data Structures and Algorithms · Computer Science 2023-06-16 Nicole Megow , Jens Schlöter

In compressed sensing, in order to recover a sparse or nearly sparse vector from possibly noisy measurements, the most popular approach is $\ell_1$-norm minimization. Upper bounds for the $\ell_2$- norm of the error between the true and…

Machine Learning · Statistics 2015-12-31 M. Eren Ahsen , M. Vidyasagar

This paper studies the sparse identification problem of unknown sparse parameter vectors in stochastic dynamic systems. Firstly, a novel sparse identification algorithm is proposed, which can generate sparse estimates based on least squares…

Optimization and Control · Mathematics 2024-04-02 Ziming Wang , Xinghua Zhu

Techniques for finding regularized solutions to underdetermined linear systems can be viewed as imposing prior knowledge on the unknown vector. The success of modern techniques, which can impose priors such as sparsity and non-negativity,…

Optimization and Control · Mathematics 2020-02-13 Keith Dillon , Yeshaiahu Fainman

This paper studies sparse linear regression analysis with outliers in the responses. A parameter vector for modeling outliers is added to the standard linear regression model and then the sparse estimation problem for both coefficients and…

Statistics Theory · Mathematics 2015-05-21 Shota Katayama , Hironori Fujisawa

Recently, finding the sparsest solution of an underdetermined linear system has become an important request in many areas such as compressed sensing, image processing, statistical learning, and data sparse approximation. In this paper, we…

Optimization and Control · Mathematics 2020-03-31 Jialiang Xu

Recently, the worse-case analysis, probabilistic analysis and empirical justification have been employed to address the fundamental question: When does $\ell_1$-minimization find the sparsest solution to an underdetermined linear system? In…

Information Theory · Computer Science 2015-06-16 Yunbin Zhao

We consider list versions of sparse approximation problems, where unlike the existing results in sparse approximation that consider situations with unique solutions, we are interested in multiple solutions. We introduce these problems and…

Information Theory · Computer Science 2014-08-12 Mahmoud Abo Khamis , Anna C. Gilbert , Hung Q. Ngo , Atri Rudra

Our companion work \cite{Stojnicl1BnBxasymldp} considers random under-determined linear systems with box-constrained sparse solutions and provides an asymptotic analysis of a couple of modified $\ell_1$ heuristics adjusted to handle such…

Optimization and Control · Mathematics 2016-12-21 Mihailo Stojnic

Sparse linear regression -- finding an unknown vector from linear measurements -- is now known to be possible with fewer samples than variables, via methods like the LASSO. We consider the multiple sparse linear regression problem, where…

Machine Learning · Computer Science 2012-02-28 Ali Jalali , Pradeep Ravikumar , Sujay Sanghavi

$\ell_1$ optimization is a well known heuristic often employed for solving various forms of sparse linear problems. In this paper we look at its a variant that we refer to as the \emph{partial} $\ell_1$ and discuss its mathematical…

Optimization and Control · Mathematics 2016-12-23 Mihailo Stojnic

Sparsity promoting regularization is an important technique for signal reconstruction and several other ill-posed problems. Theoretical investigation typically bases on the assumption that the unknown solution has a sparse representation…

Numerical Analysis · Mathematics 2013-11-11 Jens Flemming , Markus Hegland

Compressive sensing predicts that sufficiently sparse vectors can be recovered from highly incomplete information. Efficient recovery methods such as $\ell_1$-minimization find the sparsest solution to certain systems of equations. Random…

Information Theory · Computer Science 2011-08-17 Ulaş Ayaz , Holger Rauhut

We study sparse solutions of optimal control problems governed by PDEs with uncertain coefficients. We propose two formulations, one where the solution is a deterministic control optimizing the mean objective, and a formulation aiming at…

Numerical Analysis · Mathematics 2018-11-20 Chen Li , Georg Stadler