Verifiable sufficient conditions for l1 recovery of sparse signals
Résumé
In this talk, we will cover some of the recent developments in large-scale optimization motivated by the compressed sensing paradigm. The majority of results in compressed sensing theory rely on the ability to design/use sensing matrices with good recoverability properties, yet there is not much known in terms of how to verify them efficiently. This will be the focus of this talk. We will analyze the usual sparse recovery framework as well as the case when a priori information is given in the form of sign restrictions on the signal. We will propose necessary and sufficient conditions for a sensing matrix to allow for exact l1-recovery of sparse signals and utilize them. These conditions, although difficult to evaluate, lead to sufficient conditions that can be efficiently verified via linear or semidefinite programming. We will analyze the properties of these conditions while making connections to disjoint bilinear programming and introducing a new and efficient bounding schema for such programs. We will finish by presenting limits of performance of these conditions and numerical results.