Equivalence of Minimal L0 and Lp Norm Solutions of Linear Equalities, Inequalities and Linear Programs for Sufficiently Small p
Abstract
For a bounded system of linear equalities and inequalities we show that the NPhard ?0 norm minimization problem min
x0 subject to Ax = a, Bx ? b and x? ? 1, is completely equivalent to the concave
minimization min xp subject to Ax = a, Bx ? b and x? ? 1, for a sufficiently small p. A local solution to the latter problem can be easily obtained by solving a provably finite number of linear programs. Computational
results frequently leading to a global solution of the ?0 minimization problem and often producing sparser solutions
than the corresponding ?1 solution are given. A similar approach applies to finding minimal ?0 solutions of
linear programs.
Subject
linear programming
linear inequalities
linear equations
l0 minimization
Permanent Link
http://digital.library.wisc.edu/1793/64358Part of
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