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Mathematics of Computation

Published by the American Mathematical Society, the Mathematics of Computation (MCOM) is devoted to research articles of the highest quality in all areas of pure and applied mathematics.

ISSN 1088-6842 (online) ISSN 0025-5718 (print)

The 2020 MCQ for Mathematics of Computation is 1.98.

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Isotropic non-Lipschitz regularization for sparse representations of random fields on the sphere
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by Chao Li and Xiaojun Chen HTML | PDF
Math. Comp. 91 (2022), 219-243 Request permission

Abstract:

In this paper, we consider an infinite-dimensional isotropic non-Lipschitz optimization problem with $\ell _{2,p}$ ($0<p<1$) regularizer for random fields on the unit sphere with spherical harmonic representations. The regularizer not only gives a group sparse solution, but also preserves the isotropy of the regularized random field represented by the solution. We present first order and second order necessary optimality conditions for local minimizers of the optimization problem. We also derive two lower bounds for the nonzero groups of stationary points, which are used to prove that the infinite-dimensional optimization problem can be reduced to a finite-dimensional problem. Moreover, we propose an iteratively reweighted algorithm for the finite-dimensional problem and prove its convergence. Finally, numerical experiments on Cosmic Microwave Background data are presented to show the efficiency of the non-Lipschitz regularization.
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Additional Information
  • Chao Li
  • Affiliation: Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong, Peopleโ€™s Republic of China
  • Email: chaoo.li@connect.polyu.hk
  • Xiaojun Chen
  • Affiliation: Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong, Peopleโ€™s Republic of China
  • MR Author ID: 196364
  • Email: maxjchen@polyu.edu.hk
  • Received by editor(s): November 28, 2019
  • Received by editor(s) in revised form: January 5, 2021
  • Published electronically: September 28, 2021
  • Additional Notes: This work was supported by Department of Applied Mathematics, The Hong Kong Polytechnic University and Hong Kong Research Grant Council PolyU153001/18P
  • © Copyright 2021 American Mathematical Society
  • Journal: Math. Comp. 91 (2022), 219-243
  • MSC (2020): Primary 90C26, 60G60, 33C55, 85A40
  • DOI: https://doi.org/10.1090/mcom/3655
  • MathSciNet review: 4350538