DocumentCode
3611956
Title
Approximate affine linear relationship between L 1 norm objective functional values and L 2 norm constraint bounds
Author
Zhijing Yang ; Bingo Wing-Kuen Ling ; Bingham, Chris
Author_Institution
Sch. of Inf. Eng., Guangdong Univ. of Technol., Guangzhou, China
Volume
9
Issue
9
fYear
2015
Firstpage
670
Lastpage
680
Abstract
For an optimisation problem with an L1 norm objective function subject to an L2 norm inequality constraint, this study shows that there is an approximately linear relationship between the L1 norm objective functional values and the L2 norm specifications. This relationship is verified through the use of random and real world industrial data. The obtained results can be employed for (i) estimating the L1 norm objective functional value without solving the optimisation problem numerically; (ii) providing an insight for defining the L2 norm specification in which a simple method is proposed in this study; and (iii) testing whether the obtained solutions are the globally optimal solutions or not. These advantages are demonstrated via the use of random data.
Keywords
compressed sensing; linear programming; signal representation; L1 norm objective functional value; L2 norm constraint bound; approximate affine linear relationship; optimisation problem; sparse signal representation;
fLanguage
English
Journal_Title
Signal Processing, IET
Publisher
iet
ISSN
1751-9675
Type
jour
DOI
10.1049/iet-spr.2014.0402
Filename
7348910
Link To Document