Gauges, Sparsity, and Spectral Optimization
Abstract
Gauge optimization is the class of problems for finding the element of
a convex set that is minimal with respect to a gauge (e.g., the
least-norm solution of a linear system). These conceptually simple
problems appear in a remarkable array of applications of sparse
optimization. Their structure allows for a special kind of duality
framework that can lead to new algorithmic approaches to challenging
problems. Low-rank spectral optimization problems that arise in two
signal-recovery application, phase retrieval and blind deconvolution,
illustrate the benefits of the approach.
This talk is organized by Howard Elman