L1 optimization for robust signal processing
Paper
Paper/Presentation Title | L1 optimization for robust signal processing |
---|---|
Presentation Type | Paper |
Authors | Shi, Mingren (Author) and Lukas, Mark A. (Author) |
Editors | Caccetta, Lou and Rehbock, V. |
Journal or Proceedings Title | Proceedings of the 18th National Conference of the Australian Society for Operations Research |
Number of Pages | 7 |
Year | 2005 |
Place of Publication | Perth, Western Australia |
ISBN | 1740674219 |
Web Address (URL) of Paper | http://www.sci.usq.edu.au/research/workingpapers/sc-mc-0515.ps. |
Conference/Event | 18th National ASOR Conference |
Event Details | 18th National ASOR Conference Event Date 26 to end of 30 Nov 2005 Event Location Perth, WA |
Abstract | In this paper we develop special methods using the active set frameworkof the reduced gradient algorithm (RGA) to solve discrete L1 optimization problemswith a single linear equality constraint sT x = g, or a sequence of such problems withdifferent s = si and g = gi. These problems arise in certain large robust signal process-ing problems. The sequence of problems is solved recursively using ideas of sensitivityanalysis, by regarding the next problem as a perturbation of the previous problem. Thenumerical experiments illustrate that the proposed methods work very efficiently. |
Keywords | L1 norm optimization; least absolute deviations; robust signal processing; active set; reduced gradient algorithm |
ANZSRC Field of Research 2020 | 490199. Applied mathematics not elsewhere classified |
400607. Signal processing | |
490404. Combinatorics and discrete mathematics (excl. physical combinatorics) | |
Public Notes | No evidence of copyright restrictions. |
Byline Affiliations | Department of Mathematics and Computing |
Murdoch University |
https://research.usq.edu.au/item/9xq6w/l1-optimization-for-robust-signal-processing
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