Shi, Mingren and Lukas, Mark A. (2005) L1 optimization for robust signal processing. In: 18th National ASOR Conference, 26-30 Nov 2005, Perth, WA.
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.
Statistics for this ePrint Item
|Item Type:||Conference or Workshop Item (Commonwealth Reporting Category E) (Paper)|
|Item Status:||Live Archive|
|Additional Information:||No evidence of copyright restrictions.|
|Faculty / Department / School:||Historic - Faculty of Sciences - Department of Maths and Computing|
|Date Deposited:||02 Sep 2008 04:29|
|Last Modified:||02 Jul 2013 22:34|
|Uncontrolled Keywords:||L1 norm optimization; least absolute deviations; robust signal processing; active set; reduced gradient algorithm|
|Fields of Research :||08 Information and Computing Sciences > 0802 Computation Theory and Mathematics > 080202 Applied Discrete Mathematics
09 Engineering > 0906 Electrical and Electronic Engineering > 090609 Signal Processing
01 Mathematical Sciences > 0101 Pure Mathematics > 010104 Combinatorics and Discrete Mathematics (excl. Physical Combinatorics)
|Socio-Economic Objective:||E Expanding Knowledge > 97 Expanding Knowledge > 970101 Expanding Knowledge in the Mathematical Sciences|
Actions (login required)
|Archive Repository Staff Only|