slides

Index Replication with l 1 -Norm Minimization• The cardinality operator is nonconvex and can be approximated ina number of ways.• The simplest approximation is based on the l 1 -norm:minimizewsubject to w ≥ 01 T w = 1.∥ rc − R T w ∥ ∥2+ γ ‖w‖ 1• Of course, there are more sophisticated methods such as thereweighted l 1 -norm approximation based on a successive convexapproximation (see lecture on l 1 -norm minimization for details).Daniel P. Palomar 32