Alternating Projections and Douglas-Rachford for Sparse Affine Feasibility

The problem of finding a vector with the fewest nonzero elements that satisfies an underdetermined system of linear equations is an NP-complete problem that is typically solved numerically via convex heuristics or nicely-behaved nonconvex relaxations. In this work we consider elementary methods based on projections for solving a sparse feasibility problem without employing convex heuristics. In a recent paper Bauschke, Luke, Phan and Wang (2014) showed that, locally, the fundamental method of alternating projections must converge linearly to a solution to the sparse feasibility problem with an affine constraint. In this paper we apply different analytical tools that allow us to show global linear convergence of alternating projections under familiar constraint qualifications. These analytical tools can also be applied to other algorithms. This is demonstrated with the prominent Douglas-Rachford algorithm where we establish local linear convergence of this method applied to the sparse affine feasibility problem.Comment: 29 pages, 2 figures, 37 references. Much expanded version from last submission. Title changed to reflect new development

Imaging with highly incomplete and corrupted data

We consider the problem of imaging sparse scenes from a few noisy data using an L1-minimization approach. This problem can be cast as a linear system of the form Ap = b, where A is an N x K measurement matrix. We assume that the dimension of the unknown sparse vector p E Ck is much larger than the dimension of the data vector b E Cn, i.e. K >>N. We provide a theoretical framework that allows us to examine under what conditions the L1-minimization problem admits a solution that is close to the exact one in the presence of noise. Our analysis shows that L1-minimization is not robust for imaging with noisy data when high resolution is required. To improve the performance of L1-minimization we propose to solve instead the augmented linear system [A|C]p = b, where the N = Σ matrix C is a noise collector. It is constructed so as its column vectors provide a frame on which the noise of the data, a vector of dimension N, can be well approximated. Theoretically, the dimension Σ of the noise collector should be eN which would make its use not practical. However, our numerical results illustrate that robust results in the presence of noise can be obtained with a large enough number of columns Σ~10K.Part of this material is based upon work supported by the National Science Foundation under Grant No. DMS-1439786 while the authors were in residence at the Institute for Computational and Experimental Research in Mathematics (ICERM) in Providence, RI, during the Fall 2017 semester. The work of M Moscoso was partially supported by Spanish MICINN grant FIS2016-77892-R. The work of A Novikov was partially supported by NSF grants DMS-1515187, DMS-1813943. The work of C Tsogka was partially supported by AFOSR FA9550-17-1-0238

A differential equations approach to l 1 -minimization with applications to array imaging

Abstract We present an ordinary differential equation approach to the analysis of algorithms for constructing l 1 minimizing solutions to underdetermined linear systems of full rank. It involves a relaxed minimization problem whose minimum is independent of the relaxation parameter. An advantage of using the ordinary differential equations is that energy methods can be used to prove convergence. The connection to the discrete algorithms is provided by the Crandall-Liggett theory of monotone nonlinear semigroups. We illustrate the effectiveness of the discrete optimization algorithm in some sparse array imaging problems