A theoretical analysis on the perturbation to a parameter linear programming

MaRDI QIDQ2898575zbMATH OpenFDO

Authors Shuquan Wang

Publication date 11 July 2012

Published in Applied Mathematical Sciences (Ruse) (Search for Journal in Brave)

Full work available at URL http://www.m-hikari.com/ams/ams-2011/ams-45-48-2011/index.html

zbMATH Keywords

compressed sensingduality programmingparameter linear programmingperturbationquadratic optimizationsignal processing

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Quadratic programming (90C20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Review text

The author transforms the following optimization problem in signal processing and compressed sensing of the form NEWLINE\[NEWLINE\min\| x\|_1\quad\text{s.t. }\| Ax- b\|^2_2\leq \delta^2NEWLINE\]NEWLINE into a Lagrangian form \(\min{1\over 2}\| Ax- b\|^2_2+ \rho\| x\|_1\).NEWLINENEWLINE The author gives a theoretical analysis by showing that a parameter linear programming can be equivalently perturbed as a quadratic optimization problem.

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Cited in

(3)

• Perturbation analysis of linear programming problems with random parameters
• Some perturbation theory for linear programming
• Interdicting the activities of a linear program -- a parametric analysis

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