A sufficient condition on monotonic increase of the number of nonzero entry in the optimizer of L1 norm penalized least-square problem

Abstract

The l-1 norm based optimization is widely used in signal processing, especially in recent compressed sensing theory. This paper studies the solution path of the l-1 norm penalized least-square problem, whose constrained form is known as Least Absolute Shrinkage and Selection Operator (LASSO). A solution path is the set of all the optimizers with respect to… (More)

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