Journal of the Operations Research Society of China ›› 2014, Vol. 2 ›› Issue (2): 171-194.doi: 10.1007/s40305-014-0043-1
• Continuous Optimization • Previous Articles Next Articles
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Abstract:
Many practical problems can be formulated as ‘0-minimization problems with nonnegativity constraints, which seek the sparsest nonnegative solutions to underdetermined linear systems. Recent study indicates that l_1-minimization is efficient for solving ‘0-minimization problems. From a mathematical point of view, however, the understanding of the relationship between l_0- and l_1-minimization remains incomplete. In this paper, we further address several theoretical questions associated with these two problems. We prove that the fundamental strict complementarity theorem of linear programming can yield a necessary and sufficient condition for a linear system to admit a unique least l_1-norm nonnegative solution. This condition leads naturally to the so-called range space property (RSP) and the "full-column-rank’’ property, which altogether provide a new and broad understanding of the equivalence and the strong equivalence between l_0- and l_1-minimization. Motivated by these results, we introduce the concept of ‘‘RSP of order K’’ that turns out to be a full characterization of uniform recovery of all K-sparse nonnegative vectors. This concept also enables us to develop a nonuniform recovery theory for sparse nonnegative vectors via the so-called weak range space property.
Key words: Strict complementarity , Linear programming , Underdetermined linear system , Sparsest nonnegative solution , Range space property , Uniform recovery , Nonuniform recovery
Yun-Bin Zhao. Equivalence and Strong Equivalence Between the Sparsest and Least l_1-Norm Nonnegative Solutions of Linear Systems and Their Applications[J]. Journal of the Operations Research Society of China, 2014, 2(2): 171-194.
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URL: https://www.jorsc.shu.edu.cn/EN/10.1007/s40305-014-0043-1
https://www.jorsc.shu.edu.cn/EN/Y2014/V2/I2/171