I am trying to solve an optimization problem. I need some help in getting the results or survey on related issues. The question is a bit general but any help in identifying the correct sources would help.

Are their any good survey work/tutorial/book that could provide information on the known algorithms and complexity results for $L_{0}$, $L_{1}$, $L_{2}$ optimization and also the relation among them for both sparse and general solutions?

  • 3
    $\begingroup$ I would suggest asking for surveys/references in place of results/algorithms, IMHO in the current form the question is too broad. $\endgroup$ – Kaveh Mar 23 '11 at 17:08
  • $\begingroup$ clearly one part of your question relates to compressed sensing, which relates to the $L_1, L_0$ connection $\endgroup$ – Suresh Venkat Mar 23 '11 at 18:35
  • $\begingroup$ @Suresh Venkat - Is it related to Donoho's work? $\endgroup$ – T.... Mar 23 '11 at 21:16
  • $\begingroup$ Yes, and many others as well $\endgroup$ – Suresh Venkat Mar 23 '11 at 22:21

You will find lots of links in Steve Wright's plenary talk at the SIAM Optimization 2011 conference: http://pages.cs.wisc.edu/~swright/talks/sjw-siopt11.pdf

At the same conference, Michael Friedlander gave a tutorial with many references and pointers to applications and software: http://www.cs.ubc.ca/~mpf/papers/mpf-tutorial-siopt11.pdf

The video lectures on compressive sensing given by Emmanuel Candes at Cambridge are also a great way to get into the subject: http://www.sms.cam.ac.uk/collection/1117766

| cite | improve this answer | |

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.