A note on the complexity of L p minimization

Mathematical Programming(2011)

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摘要
We discuss the L p (0 ≤ p < 1) minimization problem arising from sparse solution construction and compressed sensing. For any fixed 0 < p < 1, we prove that finding the global minimal value of the problem is strongly NP-Hard, but computing a local minimizer of the problem can be done in polynomial time. We also develop an interior-point potential reduction algorithm with a provable complexity bound and demonstrate preliminary computational results of effectiveness of the algorithm.
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关键词
Nonconvex programming,Global optimization,Interior-point method,Sparse solution reconstruction
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