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Recently, in a series of papers [Y. Rahimi, C. Wang, H. Dong, and Y. Lou, SIAM J. Sci. Comput., 41 (2019), pp. A3649-A3672; C. Wang, M. Tao, J. Nagy, and Y. Lou, SIAM J. Imaging Sci., 14 (2021), pp. 749-777; C. Wang, M. Yan, and Y. Lou, IEEE Trans. Signal Process., 68 (2020), pp. 2660-2669; P. Yin, E. Esser, and J. Xin, Commun. Inf. Syst., 14 (2014), pp. 87-109], the ratio of ℓ1 and ℓ2 norms was proposed as a sparsity inducing function for noiseless compressed sensing. In this paper, we further study properties of such model in the noiseless setting, and propose an algorithm for minimizing ℓ1/ℓ2 subject to noise in the measurements. Specifically, we show that the extended objective function (the sum of the objective and the indicator function of the constraint set) of the model in [Y. Rahimi, C. Wang, H. Dong, and Y. Lou, SIAM J. Sci. Comput., 41 (2019), pp. A3649-A3672] satisfies the Kurdyka--Lojasiewicz (KL) property with exponent 1/2; this allows us to establish linear convergence of the algorithm proposed in [C. Wang, M. Yan, and Y. Lou, IEEE Trans. Signal Process., 68 (2020), pp. 2660-2669] (see equation 11) under mild assumptions. We next extend the ℓ1/ℓ2 model to handle compressed sensing problems with noise. We establish the solution existence for some of these models under the spherical section property [S. A. Vavasis, Derivation of Compressive Sensing Theorems from the Spherical Section Property, University of Waterloo, 2009; Y. Zhang, J. Oper. Res. Soc. China, 1 (2013), pp. 79-105] and extend the algorithm in [C. Wang, M. Yan, and Y. Lou, IEEE Trans. Signal Process., 68 (2020), pp. 2660-2669] (see equation 11) by incorporating moving-balls-approximation techniques [A. Auslender, R. Shefi, and M. Teboulle, SIAM J. Optim., 20 (2010), pp. 3232-3259] for solving these problems. We prove the subsequential convergence of our algorithm under mild conditions and establish global convergence of the whole sequence generated by our algorithm by imposing additional KL and differentiability assumptions on a specially constructed potential function. Finally, we perform numerical experiments on robust compressed sensing and basis pursuit denoising with residual error measured by \ell 2 norm or Lorentzian norm via solving the corresponding ℓ1/ℓ2 models by our algorithm. Our numerical simulations show that our algorithm is able to recover the original sparse vectors with reasonable accuracy. [ABSTRACT FROM AUTHOR]

In this paper, we consider the problem of minimizing a smooth objective over multiple rank constraints on Hankel structured matrices. These kinds of problems arise in system identification, system theory, and signal processing, where the rank constraints are typically "hard constraints." To solve these problems, we propose a hybrid penalty method that combines a penalty method with a postprocessing scheme. Specifically, we solve the penalty subproblems until the penalty parameter reaches a given threshold, and then switch to a local alternating pseudoprojection"" method to further reduce constraint violation. Pseudoprojection is a generalization of the concept of projection. We show that a pseudoprojection onto a single low-rank Hankel structured matrix constraint can be computed efficiently by existing software such as SLRA [I. Markovsky and K. Usevich, J. Comput. Appl. Math., 256 (2014), pp. 278--292], under mild assumptions. We also demonstrate how the penalty subproblems in the hybrid penalty method can be solved by pseudoprojection-based optimization methods, and then present some convergence results for our hybrid penalty method. Finally, the efficiency of our method is illustrated by numerical examples. [ABSTRACT FROM AUTHOR]

In this paper, we study optimal experimental design problems with a broad class of smooth convex optimality criteria, including the classical A-, D-, and pth mean criterion. In particular, we propose an interior point (IP) method for them and establish its global convergence. Further, by exploiting the structure of the Hessian matrix of the optimality criteria, we derive an explicit formula for computing its rank. Using this result, we then demonstrate that the Newton direction arising in the IP method can be computed efficiently via the Sherman-Morrison-Woodbury formula when the size of the moment matrix is small relative to the size of the design space. Finally, we compare our IP method with the widely used multiplicative algorithm introduced by [S. D. Silvey, D. M. Titterington, and B. Torsney, Commun. Statist. Theory Methods, 7 (1978), pp. 1379-1389] and the standard IP solver SDPT3 [K. C. Toh, M. J. Todd, and R. H. Tütüncü, Optim. Methods Softw., 11/12 (1999), pp. 545-581], [R. H. Tütüncü, K. C. Toh, and M. J. Todd, Math. Program. Ser. B, 95 (2003), pp. 189-217]. The computational results show that our IP method generally outperforms these two methods in both speed and solution quality. [ABSTRACT FROM AUTHOR]