Minimizing the Difference of L1 and L2 norms with Applications

Series: 
Applied and Computational Mathematics Seminar
Monday, January 29, 2018 - 13:55
1 hour (actually 50 minutes)
Location: 
Skiles 005
,  
University of Texas, Dallas
Organizer: 
A fundamental problem in compressive sensing (CS) is to reconstruct a sparse signal under a few linear measurements far less than the physical dimension of the signal. Currently, CS favors incoherent systems, in which any two measurements are as little correlated as possible.  In reality, however, many problems are coherent, in which case conventional methods, such as L1 minimization, do not work well. In this talk, I will present a novel non-convex approach, which is to minimize the difference of L1 and L2 norms, denoted as L1-L2, in order to promote sparsity. In addition to theoretical aspects of the L1-L2 approach, I will discuss two minimization algorithms. One is the difference of convex (DC) function methodology, and  the other is based on  a proximal operator, which makes some L1 algorithms (e.g. ADMM) applicable for L1-L2.  Experiments demonstrate that L1-L2 improves L1  consistently and it outperforms Lp (p between 0 and 1) for highly coherent matrices. Some applications will be discussed, including super-resolution, image processing, and low-rank approximation.