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压缩感知和稀疏优化简介
引用本文:文再文,印卧涛,刘歆,张寅.压缩感知和稀疏优化简介[J].运筹学学报,2012,16(3):49-64.
作者姓名:文再文  印卧涛  刘歆  张寅
作者单位:1. 上海交通大学 2. 美国莱斯大学计算与应用数学系 3. 中国科学院数学与系统科学研究院
摘    要:介绍压缩感知和稀疏优化的基本概念、理论基础和算法概要. 压缩感知利用原始信号的稀疏性,从远少于信号元素个数的测量出发,通过求解稀疏优化问题来恢复完整的原始稀疏信号. 通过一个小例子展示这一过程,并以此说明压缩感知和稀疏优化的基本理念. 接着简要介绍用以保证l1凸优化恢复稀疏信号的零空间性质和RIP条件. 最后介绍求解稀疏优化的几个经典算法.

关 键 词:压缩感知  稀疏优化  零空间性质  受限正交条件  紧缩算子  线性化近似点算法  分裂Bregman方法和交替方向增广拉格朗日函数法  Bregman方法和增广拉格朗日函数法  
收稿时间:2012-07-06

Introduction to compressive sensing and sparse optimization
WEN Zaiwen , YIN Wotao , LIU Xin , ZHANG Yin.Introduction to compressive sensing and sparse optimization[J].OR Transactions,2012,16(3):49-64.
Authors:WEN Zaiwen  YIN Wotao  LIU Xin  ZHANG Yin
Institution:1. Department of Mathematics, Shanghai Jiaotong University, 2. Department of Computational and Applied Mathematics, Rice University, 3. Academy of Mathematics and Systems Science, Chinese Academy of Sciences
Abstract:We briefly introduce the basic principle and theory of compressive sensing and sparse optimization.Compressive sensing is a new paradigm of signal acquisition, which senses a sparse signal by taking a set of incomplete measurements and recovers the signal by solving an optimization problem.This article first illustrates the compressive sensing paradigm through a synthetic example.Then we describe two sufficient conditions, the null space property and restricted isometry principle,for l1 convex minimization to give the sparsest solution.Finally,we summarize a few typical algorithms for solving the optimization models arising from compressive sensing.
Keywords:compressive sensing  sparse optimization  null space property  RIP  shrinkage  prox-linear algorithms  split Bregman/alternating direction augmented Lagragian method  Bregman/augmented Lagragian method
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