论文标题

您需要冷静下来:镇定性的平静规律性,以供一类半米级优化问题

You Need to Calm Down: Calmness Regularity for a Class of Seminorm Optimization Problems

论文作者

Gutierrez, Alex, Lerman, Gilad, Stewart, Sam

论文摘要

压缩传感涉及解决目标函数$ω(\ boldsymbol {x})= \ | \ boldsymbol {x} \ | _1 $和线性约束$ \ boldsymbol {a} \ boldsymbol {x} = \ boldsymbol {b boldsymbol {b b} $。以前的工作已经在特殊假设下探索了$ \ boldsymbol {a} $和$ \ boldsymbol {b} $中错误的鲁棒性。在这些结果的激励下,我们探索了$ \ boldsymbol {a} $在更广泛的目标函数$ω$的情况下以及更通用的设置中的鲁棒性,而解决方案可能不是唯一的。 $ \ boldsymbol {b} $中错误的类似结果是已知的,更容易证明。更准确地说,对于带有多面体单元球的eminorm $ω(\ boldsymbol {x})$,我们证明set-valued map $ s(\ boldsymbol {a})= \ arg \ arg \ min _ {\ min _ { ω(\ boldsymbol {x})$在$ \ boldsymbol {a} $中是平静的,而平静是一种本地lipschitz的规律性。

Compressed sensing involves solving a minimization problem with objective function $Ω(\boldsymbol{x}) = \|\boldsymbol{x}\|_1$ and linear constraints $\boldsymbol{A} \boldsymbol{x} = \boldsymbol{b}$. Previous work has explored robustness to errors in $\boldsymbol{A}$ and $\boldsymbol{b}$ under special assumptions. Motivated by these results, we explore robustness to errors in $\boldsymbol{A}$ for a wider class of objective functions $Ω$ and for a more general setting, where the solution may not be unique. Similar results for errors in $\boldsymbol{b}$ are known and easier to prove. More precisely, for a seminorm $Ω(\boldsymbol{x})$ with a polyhedral unit ball, we prove that the set-valued map $S(\boldsymbol{A}) = \arg \min_{\boldsymbol{A} \boldsymbol{x} = \boldsymbol{b}} Ω(\boldsymbol{x})$ is calm in $\boldsymbol{A}$, where calmness is a kind of local Lipschitz regularity.

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