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Certifying the Restricted Isometry Property is Hard

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TLDR
It is demonstrated that testing whether a matrix satisfies RIP is NP-hard, which means it is impossible to efficiently test for RIP provided P ≠ NP.
Abstract
This paper is concerned with an important matrix condition in compressed sensing known as the restricted isometry property (RIP). We demonstrate that testing whether a matrix satisfies RIP is NP-hard. As a consequence of our result, it is impossible to efficiently test for RIP provided P ≠ NP.

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Journal ArticleDOI

Best subset selection via a modern optimization lens

TL;DR: In this article, a discrete extension of modern first-order continuous optimization methods is proposed to find high quality feasible solutions that are used as warm starts to a MIO solver that finds provably optimal solutions.
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Minimization of $\ell_{1-2}$ for Compressed Sensing

TL;DR: A sparsity oriented simulated annealing procedure with non-Gaussian random perturbation is proposed and the almost sure convergence of the combined algorithm (DCASA) to a global minimum is proved.
Journal ArticleDOI

The Computational Complexity of the Restricted Isometry Property, the Nullspace Property, and Related Concepts in Compressed Sensing

TL;DR: It is confirmed by showing that for a given matrix A and positive integer k, computing the best constants for which the RIP or NSP hold is, in general, NP-hard.
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The Computational Complexity of the Restricted Isometry Property, the Nullspace Property, and Related Concepts in Compressed Sensing

TL;DR: In this article, it was shown that for a given matrix A and positive integer k, computing the best constants for which the restricted isometry property (RIP) or nullspace property (NSP) hold is NP-hard.
Journal ArticleDOI

Optimal detection of sparse principal components in high dimension

TL;DR: In this paper, a finite sample analysis of the detection levels for sparse principal components of a high-dimensional covariance matrix is performed, based on a sparse eigenvalue statistic.
References
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Journal ArticleDOI

Decoding by linear programming

TL;DR: F can be recovered exactly by solving a simple convex optimization problem (which one can recast as a linear program) and numerical experiments suggest that this recovery procedure works unreasonably well; f is recovered exactly even in situations where a significant fraction of the output is corrupted.
Posted Content

Decoding by Linear Programming

TL;DR: In this paper, it was shown that under suitable conditions on the coding matrix, the input vector can be recovered exactly by solving a simple convex optimization problem (which one can recast as a linear program).
Journal ArticleDOI

CoSaMP: Iterative signal recovery from incomplete and inaccurate samples

TL;DR: A new iterative recovery algorithm called CoSaMP is described that delivers the same guarantees as the best optimization-based approaches and offers rigorous bounds on computational cost and storage.
Journal ArticleDOI

The restricted isometry property and its implications for compressed sensing

TL;DR: Candes et al. as discussed by the authors established new results about the accuracy of the reconstruction from undersampled measurements, which improved on earlier estimates, and have the advantage of being more elegant. But they did not consider the restricted isometry property of the sensing matrix.
Journal ArticleDOI

CoSaMP: iterative signal recovery from incomplete and inaccurate samples

TL;DR: This extended abstract describes a recent algorithm, called, CoSaMP, that accomplishes the data recovery task and was the first known method to offer near-optimal guarantees on resource usage.
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