Necessary and sufficient conditions for noiseless sparse recovery via convex quadratic splines

Date

2019

Authors

Pınar, Mustafa Ç.

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Source Title

SIAM Journal on Matrix Analysis and Applications

Print ISSN

0895-4798

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Publisher

Society for Industrial and Applied Mathematics Publications

Volume

40

Issue

1

Pages

194 - 209

Language

English

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Abstract

The problem of exact recovery of an individual sparse vector using the Basis Pursuit (BP) model is considered. A differentiable Huber loss function (a convex quadratic spline) is used to replace the 1-norm in the BP model. Using the theory of duality and classical results from quadratic perturbation of linear programs, a necessary condition for exact recovery leading to a negative result is given. An easily verifiable sufficient condition is also presented.

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Keywords

Exact recovery of a sparse vector, Basis pursuit, Huber loss function, Strictly convex quadratic programming, Linear programming, Convex quadratic splines, ℓ1-norm, Quadratic perturbation

Citation