TY - JOUR
T1 - Constant along primal rays conjugacies and the l 0 pseudonorm
AU - Chancelier, Jean Philippe
AU - De Lara, Michel
N1 - Publisher Copyright:
© 2020 Informa UK Limited, trading as Taylor & Francis Group.
PY - 2022/1/1
Y1 - 2022/1/1
N2 - The so-called (Formula presented.) pseudonorm on (Formula presented.) counts the number of nonzero components of a vector. For exact sparse optimization problems–with the (Formula presented.) pseudonorm standing either as criterion or in the constraints–the Fenchel conjugacy fails to provide relevant analysis. In this paper, we display a class of conjugacies that are suitable for the (Formula presented.) pseudonorm. For this purpose, we suppose given a (source) norm on (Formula presented.). With this norm, we define, on the one hand, a sequence of so-called coordinate-k norms and, on the other hand, a coupling between (Formula presented.) and itself, called Capra (constant along primal rays). Then, we provide formulas for the Capra-conjugate and biconjugate, and for the Capra subdifferentials, of functions of the (Formula presented.) pseudonorm, in terms of the coordinate-k norms. As an application, we provide a new family of lower bounds for the (Formula presented.) pseudonorm, as a fraction between two norms, the denominator being any norm.
AB - The so-called (Formula presented.) pseudonorm on (Formula presented.) counts the number of nonzero components of a vector. For exact sparse optimization problems–with the (Formula presented.) pseudonorm standing either as criterion or in the constraints–the Fenchel conjugacy fails to provide relevant analysis. In this paper, we display a class of conjugacies that are suitable for the (Formula presented.) pseudonorm. For this purpose, we suppose given a (source) norm on (Formula presented.). With this norm, we define, on the one hand, a sequence of so-called coordinate-k norms and, on the other hand, a coupling between (Formula presented.) and itself, called Capra (constant along primal rays). Then, we provide formulas for the Capra-conjugate and biconjugate, and for the Capra subdifferentials, of functions of the (Formula presented.) pseudonorm, in terms of the coordinate-k norms. As an application, we provide a new family of lower bounds for the (Formula presented.) pseudonorm, as a fraction between two norms, the denominator being any norm.
KW - Capra conjugacy
KW - Fenchel–Moreau conjugacy
KW - coordinate-k norm
KW - pseudonorm
UR - https://www.scopus.com/pages/publications/85096335486
U2 - 10.1080/02331934.2020.1822836
DO - 10.1080/02331934.2020.1822836
M3 - Article
AN - SCOPUS:85096335486
SN - 0233-1934
VL - 71
SP - 355
EP - 386
JO - Optimization
JF - Optimization
IS - 2
ER -