Title :
The Convex algebraic geometry of linear inverse problems
Author :
Chandrasekaran, Venkat ; Recht, Benjamin ; Parrilo, Pablo A. ; Willsky, Alan S.
Author_Institution :
Dept. of Electr. Eng. & Comput. Sci., Massachusetts Inst. of Technol., Cambridge, MA, USA
fDate :
Sept. 29 2010-Oct. 1 2010
Abstract :
We study a class of ill-posed linear inverse problems in which the underlying model of interest has simple algebraic structure. We consider the setting in which we have access to a limited number of linear measurements of the underlying model, and we propose a general framework based on convex optimization in order to recover this model. This formulation generalizes previous methods based on ℓ1-norm minimization and nuclear norm minimization for recovering sparse vectors and low-rank matrices from a small number of linear measurements. For example some problems to which our framework is applicable include (1) recovering an orthogonal matrix from limited linear measurements, (2) recovering a measure given random linear combinations of its moments, and (3) recovering a low-rank tensor from limited linear observations.
Keywords :
convex programming; inverse problems; minimisation; sparse matrices; tensors; ℓ1-norm minimization; algebraic structure; convex algebraic geometry; convex optimization; linear inverse problem; linear measurement; low-rank matrix; low-rank tensor; nuclear norm minimization; orthogonal matrix; sparse vector recovery; Equations; Extraterrestrial measurements; Minimization; Sparse matrices; Symmetric matrices; Tensile stress; Vectors;
Conference_Titel :
Communication, Control, and Computing (Allerton), 2010 48th Annual Allerton Conference on
Conference_Location :
Allerton, IL
Print_ISBN :
978-1-4244-8215-3
DOI :
10.1109/ALLERTON.2010.5706975