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Sparse nonnegative solution of underdetermined linear equations by linear programming.

ABSTRACT: Consider an underdetermined system of linear equations y = Ax with known y and d x n matrix A. We seek the nonnegative x with the fewest nonzeros satisfying y = Ax. In general, this problem is NP-hard. However, for many matrices A there is a threshold phenomenon: if the sparsest solution is sufficiently sparse, it can be found by linear programming. We explain this by the theory of convex polytopes. Let a(j) denote the jth column of A, 1 < or = j < or = n, let a0 = 0 and P denote the convex hull of the a(j). We say the polytope P is outwardly k-neighborly if every subset of k vertices not including 0 spans a face of P. We show that outward k-neighborliness is equivalent to the statement that, whenever y = Ax has a nonnegative solution with at most k nonzeros, it is the nonnegative solution to y = Ax having minimal sum. We also consider weak neighborliness, where the overwhelming majority of k-sets of a(j)s not containing 0 span a face of P. This implies that most nonnegative vectors x with k nonzeros are uniquely recoverable from y = Ax by linear programming. Numerous corollaries follow by invoking neighborliness results. For example, for most large n by 2n underdetermined systems having a solution with fewer nonzeros than roughly half the number of equations, the sparsest solution can be found by linear programming.

SUBMITTER: Donoho DL

PROVIDER: S-EPMC1172251 | biostudies-literature | 2005 Jul

REPOSITORIES: biostudies-literature

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Sparse nonnegative solution of underdetermined linear equations by linear programming.

Donoho David L DL Tanner Jared J

Proceedings of the National Academy of Sciences of the United States of America 20050623 27

Consider an underdetermined system of linear equations y = Ax with known y and d x n matrix A. We seek the nonnegative x with the fewest nonzeros satisfying y = Ax. In general, this problem is NP-hard. However, for many matrices A there is a threshold phenomenon: if the sparsest solution is sufficiently sparse, it can be found by linear programming. We explain this by the theory of convex polytopes. Let a(j) denote the jth column of A, 1 < or = j < or = n, let a0 = 0 and P denote the convex hull ...[more]

PMID: 15976026

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Sparse nonnegative solution of underdetermined linear equations by linear programming.

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Sparse nonnegative solution of underdetermined linear equations by linear programming.

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