The convex algebraic geometry of linear inverse problems

We study a class of ill-posed linear inverse problems in which the underlying model of interest has simple algebraic structure. We consider the setting in which we have access to a limited number of linear measurements of the underlying model, and we propose a general framework based on convex optim...

Full description

Bibliographic Details
Main Authors: Chandrasekaran, Venkat, Recht, Benjamin, Parrilo, Pablo A., Willsky, Alan S.
Other Authors: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Format: Article
Language:en_US
Published: Institute of Electrical and Electronics Engineers (IEEE) 2012
Online Access:http://hdl.handle.net/1721.1/72963
https://orcid.org/0000-0003-1132-8477
https://orcid.org/0000-0003-0149-5888
Description
Summary:We study a class of ill-posed linear inverse problems in which the underlying model of interest has simple algebraic structure. We consider the setting in which we have access to a limited number of linear measurements of the underlying model, and we propose a general framework based on convex optimization in order to recover this model. This formulation generalizes previous methods based on ℓ[subscript 1]-norm minimization and nuclear norm minimization for recovering sparse vectors and low-rank matrices from a small number of linear measurements. For example some problems to which our framework is applicable include (1) recovering an orthogonal matrix from limited linear measurements, (2) recovering a measure given random linear combinations of its moments, and (3) recovering a low-rank tensor from limited linear observations.