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Maximal Solutions of Sparse Analysis Regularization

Abdessamad Barbara (), Abderrahim Jourani () and Samuel Vaiter ()
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Abdessamad Barbara: Université de Bourgogne Franche-Comté
Abderrahim Jourani: Université de Bourgogne Franche-Comté
Samuel Vaiter: Université de Bourgogne Franche-Comté

Journal of Optimization Theory and Applications, 2019, vol. 180, issue 2, No 2, 374-396

Abstract: Abstract This paper deals with the non-uniqueness of the solutions of an analysis—Lasso regularization. Most previous works in this area are concerned with the case, where the solution set is a singleton, or to derive guarantees to enforce uniqueness. Our main contribution consists in providing a geometrical interpretation of a solution with a maximal analysis support: such a solution abides in the relative interior of the solution set. Our result allows us to provide a way to exhibit a maximal solution using a primal-dual interior point algorithm.

Keywords: Lasso; Analysis sparsity; Uniqueness; Inverse problem; Support identification; Barrier penalization; 90C25; 49J52 (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1007/s10957-018-1385-3

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