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Main Authors: Tao, Min, Zhang, Xiao-Ping, Zhao, Yun-Bin
Format: Preprint
Published: 2024
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Online Access:https://arxiv.org/abs/2409.18748
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author Tao, Min
Zhang, Xiao-Ping
Zhao, Yun-Bin
author_facet Tao, Min
Zhang, Xiao-Ping
Zhao, Yun-Bin
contents The \(L_1/L_2\) norm ratio has gained significant attention as a measure of sparsity due to three merits: sharper approximation to the \(L_0\) norm compared to the \(L_1\) norm, being parameter-free and scale-invariant, and exceptional performance with highly coherent matrices. These properties have led to its successful application across a wide range of fields. While several efficient algorithms have been proposed to compute stationary points for \(L_1/L_2\) minimization problems, their computational complexity has remained open. In this paper, we prove that finding the global minimum of both constrained and unconstrained \(L_1/L_2\) models is strongly NP-hard. In addition, we establish uniform upper bounds on the \(L_2\) norm for any local minimizer of both constrained and unconstrained \(L_1/L_2\) minimization models. We also derive upper and lower bounds on the magnitudes of the nonzero entries in any local minimizer of the unconstrained model, aiding in classifying nonzero entries. Finally, we extend our analysis to demonstrate that the constrained and unconstrained \(L_p/L_q\) (\(0 < p \leq 1, 1 < q < +\infty\)) models are also strongly NP-hard.
format Preprint
id arxiv_https___arxiv_org_abs_2409_18748
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publishDate 2024
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spellingShingle On NP-Hardness of $L_1/L_2$ Minimization and Bound Theory of Nonzero Entries in Solutions
Tao, Min
Zhang, Xiao-Ping
Zhao, Yun-Bin
Optimization and Control
The \(L_1/L_2\) norm ratio has gained significant attention as a measure of sparsity due to three merits: sharper approximation to the \(L_0\) norm compared to the \(L_1\) norm, being parameter-free and scale-invariant, and exceptional performance with highly coherent matrices. These properties have led to its successful application across a wide range of fields. While several efficient algorithms have been proposed to compute stationary points for \(L_1/L_2\) minimization problems, their computational complexity has remained open. In this paper, we prove that finding the global minimum of both constrained and unconstrained \(L_1/L_2\) models is strongly NP-hard. In addition, we establish uniform upper bounds on the \(L_2\) norm for any local minimizer of both constrained and unconstrained \(L_1/L_2\) minimization models. We also derive upper and lower bounds on the magnitudes of the nonzero entries in any local minimizer of the unconstrained model, aiding in classifying nonzero entries. Finally, we extend our analysis to demonstrate that the constrained and unconstrained \(L_p/L_q\) (\(0 < p \leq 1, 1 < q < +\infty\)) models are also strongly NP-hard.
title On NP-Hardness of $L_1/L_2$ Minimization and Bound Theory of Nonzero Entries in Solutions
topic Optimization and Control
url https://arxiv.org/abs/2409.18748