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Séminaire ETIS : Laure Blanc-Féraud

Titre du séminaire et oratrice

A Continuous Exact ℓ0 penalty (CEL0) for least squares regularized problem.

Laure Blanc-Féraud, DR CNRS, laboratoire I3S, Sophia-Antipolis.

Date et lieu du séminaire

Mardi 30 juin 2015, 10h30.

ENSEA, amphithéâtre A.

Abstract

Within the framework of the ℓ0 regularized least squares problem, we focus, in this talk, on nonconvex continuous penalties approximating the ℓ0-norm. Such penalties are known to better promote sparsity than the ℓ1 convex relaxation. Based on some results in one dimension and in the case of orthogonal matrices, we propose the Continuous Exact ℓ0 penalty (CEL0) leading to a tight continuous relaxation of the ℓ2 −ℓ0 problem.

The global minimizers of the CEL0 functional contain the global minimizers of ℓ2 − ℓ0 and from each global minimizer of CEL0 one can easily identify a global minimizer of ℓ2 − ℓ0. We also demonstrate that from each local minimizer of the CEL0 functional, a local minimizer of ℓ2 − ℓ0 is easy to obtain. Moreover, some strict local minimizers of the initial functional are eliminated with the proposed tight relaxation. Then solving the initial ℓ2 −ℓ0 problem is equivalent, in a sense, to solve it by replacing the ℓ0-norm with the CEL0 penalty which provides better properties for the objective function in terms of minimization, such as the continuity and the convexity with respect to each direction of the standard R^N basis, although the problem remains nonconvex. Finally, recent nonsmooth nonconvex algorithms are used to address this relaxed problem within a macro algorithm ensuring the convergence to a critical point of the relaxed functional which is also a (local) optimum of the initial problem. Numerical results will be shown.

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