Capra-Convexity, Convex Factorization and Variational Formulations for the l0 Pseudonorm

Jean-Philippe Chancelier (1) , Michel de Lara (1)

1 CERMICS - Centre d'Enseignement et de Recherche en Mathématiques et Calcul Scientifique

The so-called l0 pseudonorm, or cardinality function, counts the number of nonzero components of a vector. In this paper, we analyze the l0 pseudonorm by means of so-called Capra (constant along primal rays) conjugacies, for which the underlying source norm and its dual norm are both orthant-strictly monotonic (a notion that we formally introduce and that encompasses the lp norms, but for the extreme ones). We obtain three main results. First, we show that the l0 pseudonorm is equal to its Capra-biconjugate, that is, is a Capra-convex function. Second, we deduce an unexpected consequence, that we call convex factorization: the l0 pseudonorm coincides, on the unit sphere of the source norm, with a proper convex lower semicontinuous function. Third, we establish a variational formulation for the l0 pseudonorm by means of generalized top-k dual~norms and k-support dual~norms (that we formally introduce).

Mots clés: l0 pseudonorm; orthant-strictly monotonic norm; Fenchel-Moreau conjugacy; generalized k-support dual norm; sparse optimization

Domaines: Optimisation et contrôle [math.OC]

Jean-Philippe Chancelier, Michel de Lara. Capra-Convexity, Convex Factorization and Variational Formulations for the l0 Pseudonorm. Set-Valued and Variational Analysis, 2021, pp.597-619. ⟨10.1007/s11228-021-00606-z⟩. ⟨hal-02459688v4⟩