
arXiv: 1703.00192
This paper deals with the non-uniqueness of the solutions of an analysis-Lasso regularization. Most of previous works in this area is 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 D-support, namely the fact that such a solution lives in the relative interior of the solution set. With this result in hand, we also provide a way to exhibit a maximal solution using a primal-dual interior point algorithm.
Convex programming, analysis sparsity, Nonsmooth analysis, uniqueness, [MATH.MATH-OC] Mathematics [math]/Optimization and Control [math.OC], Analysis sparsity, barrier penalization, Barrier penalization, [MATH.MATH-IT] Mathematics [math]/Information Theory [math.IT], Support identification, Optimization and Control (math.OC), Inverse problem, FOS: Mathematics, inverse problem, Uniqueness, support identification, Lasso, Mathematics - Optimization and Control
Convex programming, analysis sparsity, Nonsmooth analysis, uniqueness, [MATH.MATH-OC] Mathematics [math]/Optimization and Control [math.OC], Analysis sparsity, barrier penalization, Barrier penalization, [MATH.MATH-IT] Mathematics [math]/Information Theory [math.IT], Support identification, Optimization and Control (math.OC), Inverse problem, FOS: Mathematics, inverse problem, Uniqueness, support identification, Lasso, Mathematics - Optimization and Control
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