Necessary and Sufficient Conditions of Solution Uniqueness in 1-Norm Minimization

被引:0
|
作者
Hui Zhang
Wotao Yin
Lizhi Cheng
机构
[1] National University of Defense Technology,Department of Mathematics and Systems Science, College of Science
[2] University of California,Department of Mathematics
来源
Journal of Optimization Theory and Applications | 2015年 / 164卷
关键词
l1 minimization; Basis pursuit; Lasso; Solution uniqueness; Strict complementarity; 65K05; 90C25;
D O I
暂无
中图分类号
学科分类号
摘要
This paper shows that the solutions to various 1-norm minimization problems are unique if, and only if, a common set of conditions are satisfied. This result applies broadly to the basis pursuit model, basis pursuit denoising model, Lasso model, as well as certain other 1-norm related models. This condition is previously known to be sufficient for the basis pursuit model to have a unique solution. Indeed, it is also necessary, and applies to a variety of 1-norm related models. The paper also discusses ways to recognize unique solutions and verify the uniqueness conditions numerically. The proof technique is based on linear programming strong duality and strict complementarity results.
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页码:109 / 122
页数:13
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