A theoretical analysis on the perturbation to a parameter linear programming (Q2898575)
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scientific article; zbMATH DE number 6054599
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A theoretical analysis on the perturbation to a parameter linear programming |
scientific article; zbMATH DE number 6054599 |
Statements
11 July 2012
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perturbation
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parameter linear programming
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duality programming
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signal processing
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compressed sensing
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quadratic optimization
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A theoretical analysis on the perturbation to a parameter linear programming (English)
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The author transforms the following optimization problem in signal processing and compressed sensing of the form NEWLINE\[NEWLINE\min\| x\|_1\quad\text{s.t. }\| Ax- b\|^2_2\leq \delta^2NEWLINE\]NEWLINE into a Lagrangian form \(\min{1\over 2}\| Ax- b\|^2_2+ \rho\| x\|_1\).NEWLINENEWLINE The author gives a theoretical analysis by showing that a parameter linear programming can be equivalently perturbed as a quadratic optimization problem.
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