Questions tagged [convex-optimization]
The convex-optimization tag has no usage guidance.
37
questions
0
votes
2answers
71 views
Optimization of square matrix multiplied with another matrix to have the final result a unitary matrix
I have a square matrix $D$ whose size is $m \times m$ multiplied with another $m \times m$ square matrix $C$, I need to optimize the matrix $C$ to have a unitary matrix $DC$. I mean optimize the ...
0
votes
0answers
9 views
What are some reliable sources which I can use to validate my code for simulating MPC?
What I have done
I have written a code in Mathematica from scratch for simulating quadratic cost standard MPC problems for constant reference tracking.
My attempts
YALMIP's website has a solved ...
0
votes
0answers
26 views
How to start learn VMD?
Can anyone please suggest books or resources related to variational mode decomposition (with matlab application)? It was suggested to me to understand the intuition behind ADMM first. However, I am ...
0
votes
1answer
51 views
time-domain channel estimation based on two vectors optimization
Let's the input data vector $X = [X_1, X_2, X_3, X_4, X_5,X_6,X_7,X_8];$ where $[X_7,X_8]$ are well known, and the vector $y = h*X$ where $*$ is the convolution operation and $h = [h_1,h_2]$ is the ...
0
votes
0answers
28 views
decomposition of a function to piecewise functions
Is the next answer correct:
$$a\left(z\right)=\sum _{\left\{k\right\}U\left\{k'\right\}:f_k\le \:z,\:z\:\in R,\:f_{k'}\ge z\:;\:z\ge 0}1-\frac{f_k}{z},\:b\left(z\right)=\sum _{\left\{k\right\}:f_k>...
2
votes
1answer
56 views
Is Sum of Absolute Value / $ {L}_{1} $ Norm of Differences Convex?
I'm not sure how to approach this exercise.
One idea is to derive it w.r.t z, show that there is a min-extremum at $z=f_k$ and then show that for each value from the right and the left of the loss ...
3
votes
1answer
48 views
Justification for Squared $ {L}_{2} $ Data and Smoothness Term as an Error Bound
Often in variational methods (and not only) we have an energy that is of the form:
$$E(u) = \frac{1}{2}\|f-u\|^2_2 + \frac{\alpha}{2}\|\psi(u)\|^2_2,$$
where the first term is referred to as the data ...
4
votes
2answers
99 views
Quadratic Programming with Linear Equality Constraints
I need to solve an equality constrained minimization problem as give below
$$\min_{\textbf{w}} \mathbf{w}^TR\mathbf{w} $$
such that
$$X\mathbf{w} = \mathbf{1}$$
where $R\in \mathbb{R}^{n\times n}$ is ...
0
votes
1answer
30 views
Least Squares Filter Design: Deriving the Objective Function
I'm following the derivation in this paper A Comb Filter Design Using Fractional-Sample Delay to obtain the objective function for the least-squares filter design.
N-order FIR filter:
$H(z) = \sum_{...
1
vote
0answers
22 views
Image Restoration and Standard Forms of Second Order Cone Programming (SOCP)
I'm studying the application of SOCP methods in Image restoration And I want to understand the difference between the two formulas of SOCP and how they are related.
Standard form (1) :
min $f^{t}x $
...
3
votes
1answer
86 views
Solving LASSO (Basis Pursuit Denoising Form) with LARS
I'm now working on using LARS (Least Angle Regression) algorithm to solve a LASSO problem in Basis Pursuit Denoising form like:
\begin{align*}
\quad && \arg \min_{\beta}{\left\| y - X\beta \...
0
votes
1answer
58 views
On the Use of OMP Algorithm to Estimate Sparse Vector
As known, Orthogonal Matching Pursuit (OMP) Algorithm is to recover the sparse channel after convolution with another vector. But when I implement that in MATLAB, I don't get the sparse vector ...
3
votes
1answer
132 views
How to solve ADMM for TV Minimization Problem For Different Sizes $A$ and $x$ in $Ax=b$
I have matrix $A$ that is $(M \times M)$ square matrix, $x$ $(M \times N)$ matrix, $b$ is $(M \times N)$ matrix. Knowing $A$ and $b$ I would like to get the $x$ from the equation $Ax=b$. $N=p \times q$...
1
vote
0answers
18 views
Solving Sparse Model with given Dictionary Using LASSO
I was trying to solve a problem where the basis matrix contains the components of $\sin(nx)$, $\cos(nx)$, $\sinh(nx)$ and $\cosh(nx)$.
Say the $n$ varies from 1 to 100. While solving the lasso linear ...
3
votes
2answers
170 views
Proximal Gradient Method (PGM) for a Function Model with More than 2 Functions (Sum of Functions)
I am currently working in signal reconstruction. I am trying to develop an algorithm where the user can plug any constraint to the main objective function (let's say chi2, least squares). I was trying ...
1
vote
0answers
27 views
Rakeness Optimization problem
Rakeness optimization problem demonstrate that increases the rakeness between a , b while leaving b random enough.
where e is the energy of the projection waveforms and r is a randomness-enforcing ...
4
votes
1answer
99 views
Convex Optimization with $ {L}_{1, 2} $ Regularization Term
I have an optimization problem such as follow:
$$\underset{X}{\operatorname{argmin}}\sum _s \left \| T_sX_{:,s} - Y_{:,s} \right \|^2_2 +\lambda\left \| GX \right \|_{2,1} \tag{1}$$
I have introduced ...
3
votes
1answer
111 views
Why Does FISTA Algorithm Not Work for Signed Signals?
Using the FISTA Algorithm for compressive sensing from Tiep H. Vu - FISTA, I created the matlab example below.
I created 2 sparse signals x_signed and x_pos, where the latter only contains positive ...
2
votes
1answer
66 views
Resources on Solving Convex Optimization Problems in the Compress Sensing Field
When I read papers of compressed sensing, sparse representation and whatever requiring optimization of a cost function, I just find the final results as an iterative equation or so which will converge ...
3
votes
2answers
202 views
Constrained LASSO Problem - $ {L}_{1} $ Regularized Least Squares with Linear Equality Constraints
I have an optimization question.
I want to solve the following problem:
$$
\arg\min_S\frac{1}{2}\|s-c\|_2^2 +\lambda\|\Phi s\|_1 \mbox{ s.t. } As = 0
$$
in which $\Phi$ is the wavelet transform ...
0
votes
1answer
52 views
Wireless Body Area Networks with Minimum Energy Consumption [closed]
For adaptive compressive sensing(cs),the sensing matrix is related to the input signal.
For example, in rakeness-based(cs), the sensing matrix is obtained by solving an optimization problem which ...
1
vote
1answer
391 views
Fast Optimization for Long FIR Filters
I need FIR filter lengths in the order of 1e4 and above to obtain reasonable accuracy in desired frequency response. The problem is that optimisation in MATLAB (e.g. fircls or the Optimization Toolbox)...
4
votes
1answer
469 views
How to Formulate a Constraint Which Ensures All Variables Have the Same Sign
I'm trying to include a constraint in my problem (to be solved by any convex optimization solver). Let {a,b,c,d ...} be a finite set of continuous variables. How to formulate a constraint which ensure ...
2
votes
1answer
169 views
The Gradient Operator of a Vectorized Image in Matrix Form
I have this optimization problem:
$$ \arg \min_{ X \left( i, j \right) } \sum_{i, j} \left\| X \left( i, j \right) - 255 \right\|_{2}^{2} + \lambda \sum_{i, j} \left\| \nabla X \left( i, j \right) - \...
3
votes
1answer
542 views
Automatic Image Enhancement of Images of Scanned Documents (Auto Whitening)
Dropbox have make a blog post about there automatic enhancement method for scanned document image - Fast Document Rectification and Enhancement.
I followed the post and they mention a formula to make ...
2
votes
2answers
1k views
Solving LASSO ($ {L}_{1} $ Regularized Least Squares) with Gradient Descent
To the best of my knowledge, state of the art methods for optimizing the LASSO objective function include the LARS algorithm and proximal gradient methods.
I was wondering however, if the LASSO ...
0
votes
1answer
116 views
Difference Between Iteratively Reweighted Least Squares (IRLS) and Sequential Quadratic Programming?
Part of my work is concerned with applications in Sparse Bayesian Learning and therefore I occasionally stumble over interesting papers in the field of compressed sensing.
I recently read ...
0
votes
2answers
1k views
Why Do Most of The Papers Use the Frobenius Norm for Denoising?
I have an noisy image and I want to remove noise from it; suppose $y$ is noisy image and $A$ is linear mask which makes my image noisy and $x$ is original image, so we have
$$
Ax + \eta = y
$$
and $\...
8
votes
1answer
786 views
How Can I Use MATLAB to Solve a Total Variation Denoising / Deblurring Problem?
The Total Variation Denoising Problem is given by:
$$ \arg \min_{x} \frac{1}{2} {\left\| A x - y \right\|}_{2}^{2} + \lambda \operatorname{TV} \left( x \right) $$
Where $ \operatorname{TV} \left( \...
3
votes
1answer
2k views
Understanding Soft Thresholding Operator
I want to understand what is soft thresholding operator? Why we use this operator? I came across this term while I was reading the paper - A New Algorithm Based on Linearized Bregman Iteration with ...
2
votes
1answer
362 views
How Come RIP Guarantees Unique Restoration of the Sparse Solution by $ {L}_{1} $ Minimization?
We have a sensing matrix $\Phi$, satisfying the restricted isometry property (RIP), and a sparse signal $x$. We want to recover $\hat x$ from the measurement $y=\Phi x$ by using $l_1$-minimization.
I ...
2
votes
1answer
137 views
Adaptive Filter Gradient Descent
The quadratic performance surface of an adaptive filter is a paraboloid. Its minimum can be found wherever the gradient is zero. However, since there are two types of paraboloids (elliptical and ...
3
votes
1answer
107 views
Regularized Least Squares by Laplacian Operator - Optimal Value of the Regularization Factor (Lagrangian Multiplier)
Consider the cost function
$$f(X,\lambda) = \|AX-b\|_2^2 + \alpha \|LX\|_2^2$$
$A:$Measurement matrix($R_{m\times n}$,$m \ll n$), $b:$observation vector($R_m$), $L:$Laplacian operator($R_{n \times n}...
2
votes
2answers
571 views
Significance of $ \lambda $ in Basis Pursuit
In basis Pursuit, L1 minimization is done to perform compressed sensing. In the literature there is a $ \lambda $ parameter used as a regularizer.
What is its significance?
6
votes
1answer
265 views
Least Angle Regression (LARS) without Matrix Inversion
Sorry if this is too damned long. I did what I could to abbreviate it.
The question is about Least Angle Regression (LARS).
I'm new to numerical work with matrices.
I believe I have a way to ...
8
votes
1answer
147 views
Ideas on Matrix Factorization / Transformations for $ {L}_{1} $ Minimization
I am starting with a typical $\ell_1$ basis pursuit problem:
$$
\min_{\mathbf{x}} \Vert \mathbf{x} \Vert_1 \quad \mathrm{s.t.} \quad \Vert \mathbf{ERx} - \mathbf{y} \Vert_2 \leq \epsilon,
$$
where $\...
8
votes
4answers
701 views
Solving Convex Optimization Problem Used for High Quality Denoising
The highest voted answer to this question suggests that to denoise a signal while preserving sharp transitions one should
minimize the objective function:
$$ |x-y|^2 + b|f(y)| $$
where $...
