Constant along primal rays conjugacies and the l0 pseudonorm
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Publication:5067346
Normed linear spaces and Banach spaces; Banach lattices (46B99) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Duality theory (optimization) (49N15) Convex functions and convex programs in convex geometry (52A41) Optimality conditions and duality in mathematical programming (90C46)
Abstract: The so-called l0 pseudonorm on Rd counts the number of nonzero components of a vector. It is used in sparse optimization, either as criterion or in the constraints, to obtain solutions with few nonzero entries. For such problems, the Fenchel conjugacy fails to provide relevant analysis: indeed, the Fenchel conjugate of the characteristic function of the level sets of the l0 pseudonorm is minus infinity, and the Fenchel biconjugate of the l0 pseudonorm is zero. In this paper, we display a class of conjugacies that are suitable for the l0 pseudonorm. For this purpose, we suppose given a (source) norm on Rd. With this norm, we define, on the one hand, a sequence of so-called coordinate-k norms and, on the other hand, a coupling between Rd and Rd , called Capra (constant along primal rays). Then, we provide formulas for the Capra-conjugate and biconjugate, and for the Capra subdifferentials, of functions of the l0 pseudonorm (hence, in particular, of the l0 pseudonorm itself and of the characteristic functions of its level sets), in terms of the coordinate-k norms. As an application, we provide a new family of lower bounds for the l0 pseudonorm, as a fraction between two norms, the denominator being any norm.
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Cited in
(7)- Capra-convexity, convex factorization and variational formulations for the _0 pseudonorm
- Hidden convexity in the _0 pseudonorm
- Orthant-strictly monotonic norms, generalized top-k and k-support norms and the _0 pseudonorm
- The Capra-subdifferential of the ℓ 0 pseudonorm
- On variational inference and maximum likelihood estimation with the \(\lambda\)-exponential family
- A notion of conjugacy for nonconvex set-valued mappings of the real-line and related properties
- Subgradient selector in the generalized cutting plane method with an application to sparse optimization
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