О разреженных приближениях решений линейной системы с ортогональной матрицей

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Аннотация

В данной статье рассмотрена модель получения разреженного представления вектора-сигнала в k, основанная на системе линейных уравнений с ортогональной матрицей. Такое представление является минимизацией целевой функции, которая сочетает в себе отклонение от точного решения и выбранный функционал J. В качестве функционала выбраны евклидова норма, норма ||1 и квазинорма ||0. Евклидова норма не позволяет получить другие решения кроме точного, а две другие позволяют балансировкой невязки и параметра λ при функционале получать более разреженные решения. Построены графики зависимости между координатами оптимального вектора и параметром λλ. Приведены примеры.

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1. Предварительные сведения

В настоящее время активно разрабатывается новый метод сжатия информации, основанный на снижении размерности данных. Простейшая модель такого сжатия выглядит так.

Рассмотрим линейную систему уравнений с прямоугольной матрицей [1 MathType@MTEF@5@5@+= feaahqart1ev3aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbd9wDYLwzYnev ubqee0evGueE0jxyaibaieYlf9irVeeu0dXdh9vqqj=hEeeu0xXdbb a9frFj0=OqFfea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXd bPYxe9vr0=vr0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaae rbdfgBPjMCPbacfaqcLbyaqaaaaaaaaaWdbiaa=nbiaaa@3C9E@ 3]

                                                       D n×k α=x,kn. MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiramaaBa aaleaacaWGUbGaey41aqRaam4AaaqabaGccqaHXoqycaaI9aGaamiE aiaaiYcacaWGRbGaeyyzImRaamOBaiaai6caaaa@4366@

Например, для k=3, n=2 система принимает вид:

                                  d 11 d 12 d 13 d 21 d 22 d 23 α 1 α 2 α 3 = x 1 x 2 . MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWaaeWaaeaafa qabeGadaaabaGaamizamaaBaaaleaacaaIXaGaaGymaaqabaaakeaa caWGKbWaaSbaaSqaaiaaigdacaaIYaaabeaaaOqaaiaadsgadaWgaa WcbaGaaGymaiaaiodaaeqaaaGcbaGaamizamaaBaaaleaacaaIYaGa aGymaaqabaaakeaacaWGKbWaaSbaaSqaaiaaikdacaaIYaaabeaaaO qaaiaadsgadaWgaaWcbaGaaGOmaiaaiodaaeqaaaaaaOGaayjkaiaa wMcaamaabmaabaqbaeqabmWaaaqaaiabeg7aHnaaBaaaleaacaaIXa aabeaaaOqaaaqaaaqaaiabeg7aHnaaBaaaleaacaaIYaaabeaaaOqa aaqaaaqaaiabeg7aHnaaBaaaleaacaaIZaaabeaaaOqaaaqaaaaaai aawIcacaGLPaaacaaI9aWaaeWaaeaafaqabeGadaaabaGaamiEamaa BaaaleaacaaIXaaabeaaaOqaaaqaaaqaaiaadIhadaWgaaWcbaGaaG OmaaqabaaakeaaaeaaaaaacaGLOaGaayzkaaGaaGOlaaaa@5761@

Исходная информация моделируется вектором α, MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqySdeMaaG ilaaaa@3848@  сжатая MathType@MTEF@5@5@+= feaahqart1ev3aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbd9wDYLwzYnev ubqee0evGueE0jxyaibaieYlf9irVeeu0dXdh9vqqj=hEeeu0xXdbb a9frFj0=OqFfea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXd bPYxe9vr0=vr0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaae rbdfgBPjMCPbacfaqcLbyaqaaaaaaaaaWdbiaa=rbiaaa@3C9F@  вектором x MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiEaaaa@36F0@  меньшей размерности. Матрицу D MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiraaaa@36BC@  принято называть словарем, а её столбцы MathType@MTEF@5@5@+= feaahqart1ev3aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbd9wDYLwzYnev ubqee0evGueE0jxyaibaieYlf9irVeeu0dXdh9vqqj=hEeeu0xXdbb a9frFj0=OqFfea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXd bPYxe9vr0=vr0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaae rbdfgBPjMCPbacfaqcLbyaqaaaaaaaaaWdbiaa=rbiaaa@3C9F@  атомами.

Предполагая, что ранг матрицы D MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiraaaa@36BC@  полный, система имеет бесконечное число решений. Для создания быстрых алгоритмов восстановления информации предпочтение отдается векторам, имеющим наибольшее количество нулевых координат. Такие решения называются разреженными. Тематика, связанная с разреженными представлениями, широко освещена в литературе, включая источники [1 MathType@MTEF@5@5@+= feaahqart1ev3aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbd9wDYLwzYnev ubqee0evGueE0jxyaibaieYlf9irVeeu0dXdh9vqqj=hEeeu0xXdbb a9frFj0=OqFfea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXd bPYxe9vr0=vr0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaae rbdfgBPjMCPbacfaqcLbyaqaaaaaaaaaWdbiaa=nbiaaa@3C9E@ 10]. В общем виде можно сформулировать следующую задачу: найти такой функционал Q, MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamyuaiaaiY caaaa@377F@  минимизируя который можно было бы добиться единственности в выборе решения. Формально постановка задачи выглядит следующим образом: α ^ =arg min α Q(α) MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGafqySdeMbaK aacaaI9aGaamyyaiaadkhacaWGNbWaaybuaeqaleaacqaHXoqyaeqa keaaciGGTbGaaiyAaiaac6gaaaGaamyuaiaaiIcacqaHXoqycaaIPa aaaa@4401@  и Dα=x. MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiraiabeg 7aHjaai2dacaWG4bGaaGOlaaaa@3AD7@  Традиционный выбор в качестве функционала Q MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamyuaaaa@36C9@  евклидовой нормы позволяет найти единственное решение, которое, однако, не является разреженным [1]. Для поиска разреженных решений интересно рассмотреть нормы и псевдонормы, отличные от евклидовой.

В данной работе будут рассмотрены функционалы вида Q(α)= α p p p=1,2 α 0 p=0 MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamyuaiaaiI cacqaHXoqycaaIPaGaaGypamaaceaabaqbaeaabiqaaaqaaebbfv3y SLgzGueE0jxyaGqbaiab=vIiqjabeg7aHjab=vIiqnaaDaaaleaaca WGWbaabaGaamiCaaaakiaaywW7caaMf8UaamiCaiaai2dacaaIXaGa aGilaiaaikdaaeaacqWFLicucqaHXoqycqWFLicudaWgaaWcbaGaaG imaaqabaGccaaMf8UaaGzbVlaadchacaaI9aGaaGimaaaaaiaawUha aaaa@57AC@ .

Для p=0 MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiCaiaai2 dacaaIWaaaaa@3869@  функционал Q(α) MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamyuaiaaiI cacqaHXoqycaaIPaaaaa@39CD@  определяет количество ненулевых координат вектора α. MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqySdeMaaG Olaaaa@384A@

Для этого функционала формулируется задача минимизации ( P 0 ): MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaGikaiaadc fadaWgaaWcbaGaaGimaaqabaGccaaIPaGaaGOoaaaa@39E1@   α ^ =arg min α α 0 MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGafqySdeMbaK aacaaI9aGaamyyaiaadkhacaWGNbWaaybuaeqaleaacqaHXoqyaeqa keaaciGGTbGaaiyAaiaac6gaaaqeeuuDJXwAKbsr4rNCHbacfaGae8 xjIaLaeqySdeMae8xjIa1aaSbaaSqaaiaaicdaaeqaaaaa@4980@  такая, что Dα=x MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiraiabeg 7aHjaai2dacaWG4baaaa@3A1F@ .

Представляет интерес и такая постановка задачи. Допускается ε MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqyTdugaaa@379A@  -отклонение от точного решения системы, но по-прежнему сохраняется требование получить разреженное решение [4]. Одна из возможных постановок такой задачи выглядит так: ( P p ε ): α ^ =arg min α Q(α),p=0,1,2 MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaGikaiaadc fadaqhaaWcbaGaamiCaaqaaiabew7aLbaakiaaiMcacaaI6aGaaGjb Vlqbeg7aHzaajaGaaGypaiaadggacaWGYbGaam4zamaawafabeWcba GaeqySdegabeGcbaGaciyBaiaacMgacaGGUbaaaiaadgfacaaIOaGa eqySdeMaaGykaiaaiYcacaaMf8UaamiCaiaai2dacaaIWaGaaGilai aaigdacaaISaGaaGOmaaaa@52FC@  такое, что Dαx 2 ε. MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqeeuuDJXwAKb sr4rNCHbacfaGae8xjIaLaamiraiabeg7aHjabgkHiTiaadIhacqWF LicudaWgaaWcbaGaaGOmaaqabaGccqGHKjYOcqaH1oqzcaaIUaaaaa@461F@

 

2. Основные результаты

 В данной работе в качестве словаря рассматривается вещественная ортогональная k×k MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaam4AaiabgE na0kaadUgaaaa@39EA@  -матрица D, MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiraiaaiY caaaa@3772@  и для такого словаря решаются задачи ( P p ε ), MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaGikaiaadc fadaqhaaWcbaGaamiCaaqaaiabew7aLbaakiaaiMcacaaISaaaaa@3BB6@   p=0,1,2. MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiCaiaai2 dacaaIWaGaaGilaiaayIW7caaIXaGaaGilaiaayIW7caaIYaGaaGOl aaaa@3F26@  Для решения поставленных задач составляется целевая функция [1] с параметром λ>0, MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeq4UdWMaaG OpaiaaicdacaaISaaaaa@39DF@  с классическими нормами при p=1, MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiCaiaai2 dacaaIXaGaaGilaaaa@3920@   p=2 MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiCaiaai2 dacaaIYaaaaa@386B@  и с псевдонормой при p=0: MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiCaiaai2 dacaaIWaGaaGOoaaaa@392D@  

                                            f(α)= 1 2 Dαx 2 2 +λQ(α), MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamOzaiaaiI cacqaHXoqycaaIPaGaaGypamaalaaabaGaaGymaaqaaiaaikdaaaqe euuDJXwAKbsr4rNCHbacfaGae8xjIaLaamiraiabeg7aHjabgkHiTi aadIhacqWFLicudaqhaaWcbaGaaGOmaaqaaiaaikdaaaGccqGHRaWk cqaH7oaBcaWGrbGaaGikaiabeg7aHjaaiMcacaaISaaaaa@502B@

и задача сводится к нахождению вектора α, MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqySdeMaaG ilaaaa@3848@  который минимизирует определенную таким образом функцию, α,x k ,k.λ>0. MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqySdeMaaG ilaiaadIhacqGHiiIZtuuDJXwAK1uy0HMmaeHbfv3ySLgzG0uy0Hgi uD3BaGqbaiab=1risnaaCaaaleqabaGaam4AaaaakiaaiYcacaaMf8 Uaam4AaiabgIGiolab=vriojaai6cacaaMf8Uaeq4UdWMaaGOpaiaa icdacaaIUaaaaa@529D@

Используя ортогональность матрицы D, MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiraiaaiY caaaa@3772@  имеем:

                    f(α)= 1 2 Dαx 2 2 +λQ(α)= 1 2 DαD D T x 2 2 +λQ(α)= MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamOzaiaaiI cacqaHXoqycaaIPaGaaGypamaalaaabaGaaGymaaqaaiaaikdaaaqe euuDJXwAKbsr4rNCHbacfaGae8xjIaLaamiraiabeg7aHjabgkHiTi aadIhacqWFLicudaqhaaWcbaGaaGOmaaqaaiaaikdaaaGccqGHRaWk cqaH7oaBcaWGrbGaaGikaiabeg7aHjaaiMcacaaI9aWaaSaaaeaaca aIXaaabaGaaGOmaaaacqWFLicucaWGebGaeqySdeMaeyOeI0Iaamir aiaadseadaahaaWcbeqaaiaadsfaaaGccaWG4bGae8xjIa1aa0baaS qaaiaaikdaaeaacaaIYaaaaOGaey4kaSIaeq4UdWMaamyuaiaaiIca cqaHXoqycaaIPaGaaGypaaaa@63D5@

 

                           = 1 2 D(αβ) 2 2 +λQ(α)= 1 2 (αβ) 2 2 +λQ(α). MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaGypamaala aabaGaaGymaaqaaiaaikdaaaqeeuuDJXwAKbsr4rNCHbacfaGae8xj IaLaamiraiaaiIcacqaHXoqycqGHsislcqaHYoGycaaIPaGae8xjIa 1aa0baaSqaaiaaikdaaeaacaaIYaaaaOGaey4kaSIaeq4UdWMaamyu aiaaiIcacqaHXoqycaaIPaGaaGypamaalaaabaGaaGymaaqaaiaaik daaaGae8xjIaLaaGikaiabeg7aHjabgkHiTiabek7aIjaaiMcacqWF LicudaqhaaWcbaGaaGOmaaqaaiaaikdaaaGccqGHRaWkcqaH7oaBca WGrbGaaGikaiabeg7aHjaaiMcacaaIUaaaaa@607E@

В первом переходе использовалось свойство унитарности, D D T =I MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiraiaayI W7caWGebWaaWbaaSqabeaacaWGubaaaOGaaGypaiaadMeaaaa@3BBB@  . Второй осуществляется с использованием точного решения β:= D T x MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqOSdiMaaG Ooaiaai2dacaWGebWaaWbaaSqabeaacaWGubaaaOGaamiEaaaa@3BF5@ . Последний переход использует изометрию унитарного преобразования относительно евклидовой нормы.

Получившееся равенство можно записать следующим образом:

                                         f(α)= j=1 k [ 1 2 ( α j β j ) 2 +λQ( α j )]. MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamOzaiaaiI cacqaHXoqycaaIPaGaaGypamaaqahabeWcbaGaamOAaiaai2dacaaI XaaabaGaam4AaaqdcqGHris5aOGaaG4wamaalaaabaGaaGymaaqaai aaikdaaaGaaGikaiabeg7aHnaaBaaaleaacaWGQbaabeaakiabgkHi Tiabek7aInaaBaaaleaacaWGQbaabeaakiaaiMcadaahaaWcbeqaai aaikdaaaGccqGHRaWkcqaH7oaBcaWGrbGaaGikaiabeg7aHnaaBaaa leaacaWGQbaabeaakiaaiMcacaaIDbGaaGOlaaaa@54C6@

Такая форма записи позволяет заменить задачу векторной оптимизации серией задач скалярной оптимизации.

 

3. Задача ( P 0 ε ) MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaGikaiaadc fadaqhaaWcbaGaaGimaaqaaiabew7aLbaakiaaiMcaaaa@3AC5@  

 

В этой задаче оптимальные координаты принимают вид:

                                           α j opt =arg min α j [ 1 2 ( α j β j ) 2 +λ] MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqySde2aa0 baaSqaaiaadQgaaeaacaWGVbGaamiCaiaadshaaaGccaaI9aGaamyy aiaadkhacaWGNbWaaybuaeqaleaacqaHXoqydaWgaaqaaiaadQgaae qaaaqabOqaaiGac2gacaGGPbGaaiOBaaaacaaIBbWaaSaaaeaacaaI XaaabaGaaGOmaaaacaaIOaGaeqySde2aaSbaaSqaaiaadQgaaeqaaO GaeyOeI0IaeqOSdi2aaSbaaSqaaiaadQgaaeqaaOGaaGykamaaCaaa leqabaGaaGOmaaaakiabgUcaRiabeU7aSjaai2faaaa@53E7@

при α j 0 MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqySde2aaS baaSqaaiaadQgaaeqaaOGaeyiyIKRaaGimaaaa@3B38@  и

                                                    α j opt =arg min α j [ 1 2 β j 2 ] MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqySde2aa0 baaSqaaiaadQgaaeaacaWGVbGaamiCaiaadshaaaGccaaI9aGaamyy aiaadkhacaWGNbWaaybuaeqaleaacqaHXoqydaWgaaqaaiaadQgaae qaaaqabOqaaiGac2gacaGGPbGaaiOBaaaacaaIBbWaaSaaaeaacaaI XaaabaGaaGOmaaaacqaHYoGydaqhaaWcbaGaamOAaaqaaiaaikdaaa GccaaIDbaaaa@4C05@

при α j =0. MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqySde2aaS baaSqaaiaadQgaaeqaaOGaaGypaiaaicdacaaIUaaaaa@3AF0@

Минимум первой функции достигается при α j = β j MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqySde2aaS baaSqaaiaadQgaaeqaaOGaaGypaiabek7aInaaBaaaleaacaWGQbaa beaaaaa@3C3A@  и равен λ; MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeq4UdWMaaG 4oaaaa@386C@  а минимум второй достигается при α j =0 MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqySde2aaS baaSqaaiaadQgaaeqaaOGaaGypaiaaicdaaaa@3A38@  и равен β j 2 /2. MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqOSdi2aa0 baaSqaaiaadQgaaeaacaaIYaaaaOGaaG4laiaaikdacaaIUaaaaa@3BA3@

Сравним найденные экстремумы для получения условий для α j opt MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqySde2aa0 baaSqaaiaadQgaaeaacaWGVbGaamiCaiaadshaaaaaaa@3B90@  

                                                  1 2 β j 2 λ,| β j | 2λ . MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWaaSaaaeaaca aIXaaabaGaaGOmaaaacqaHYoGydaqhaaWcbaGaamOAaaqaaiaaikda aaGccqGHKjYOcqaH7oaBcaaISaGaaGzbVlaaiYhacqaHYoGydaWgaa WcbaGaamOAaaqabaGccaaI8bGaeyizIm6aaOaaaeaacaaIYaGaeq4U dWgaleqaaOGaaGOlaaaa@4A7E@

Соответственно

  α j opt = 0;| β j | 2λ , β j ;| β j |> 2λ . MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqySde2aa0 baaSqaaiaadQgaaeaacaWGVbGaamiCaiaadshaaaGccaaI9aWaaiqa aeaafaqaaeGabaaabaGaaGimaiaaiUdacaaMf8UaaGiFaiabek7aIn aaBaaaleaacaWGQbaabeaakiaaiYhacqGHKjYOdaGcaaqaaiaaikda cqaH7oaBaSqabaGccaaISaaabaGaeqOSdi2aaSbaaSqaaiaadQgaae qaaOGaaG4oaiaaysW7caaI8bGaeqOSdi2aaSbaaSqaaiaadQgaaeqa aOGaaGiFaiaai6dadaGcaaqaaiaaikdacqaH7oaBaSqabaGccaaIUa aaaaGaay5Eaaaaaa@5865@  

 

 

Рис. 1. График зависимости оптимальных координат от параметра λ для ℓ0 квазинормы

Fig. 1. Graph of the dependence of the optimal coordinates αj on the parameter λ for the ℓ0 quasi-norm

 

  Данный график (рис. 1) известен как жесткий порог. Для |β| 2λ MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaGiFaiabek 7aIjaaiYhacqGHKjYOdaGcaaqaaiaaikdacqaH7oaBaSqabaaaaa@3DE0@  оптимальным представлением будет α=0 MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqySdeMaaG ypaiaaicdaaaa@3913@ . Когда |β| 2λ MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaGiFaiabek 7aIjaaiYhacqGHLjYSdaGcaaqaaiaaikdacqaH7oaBaSqabaaaaa@3DF1@ , оптимальное представление α=β MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqySdeMaaG ypaiabek7aIbaa@39FA@ . Таким образом, варьируя невязку и параметр λ MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeq4UdWgaaa@37A7@ , можно сделать нулевыми те координаты точного решения β MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqOSdigaaa@3794@ , которые удовлетворяют условию |β| 2λ MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaGiFaiabek 7aIjaaiYhacqGHKjYOdaGcaaqaaiaaikdacqaH7oaBaSqabaaaaa@3DE0@ .

 

4. Задача ( P 1 ε ) MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaGikaiaadc fadaqhaaWcbaGaaGymaaqaaiabew7aLbaakiaaiMcaaaa@3AC6@  

 При рассмотрении нормы l 1 MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeS4eHW2aaS baaSqaaiaaigdaaeqaaaaa@380B@  функции Q( α j )=| α j | MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamyuaiaaiI cacqaHXoqydaWgaaWcbaGaamOAaaqabaGccaaIPaGaaGypaiaaiYha cqaHXoqydaWgaaWcbaGaamOAaaqabaGccaaI8baaaa@4089@ , используя целевую функцию 1 2 ( α j β j ) 2 +λQ MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWaaSaaaeaaca aIXaaabaGaaGOmaaaacaaIOaGaeqySde2aaSbaaSqaaiaadQgaaeqa aOGaeyOeI0IaeqOSdi2aaSbaaSqaaiaadQgaaeqaaOGaaGykamaaCa aaleqabaGaaGOmaaaakiabgUcaRiabeU7aSjaadgfaaaa@43B5@ , можно получить оптимизационную задачу [4]

                                       α j opt =arg min α j [ 1 2 ( α j β j ) 2 +λ| α j |]. MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqySde2aa0 baaSqaaiaadQgaaeaacaWGVbGaamiCaiaadshaaaGccaaI9aGaamyy aiaadkhacaWGNbWaaybuaeqaleaacqaHXoqydaWgaaqaaiaadQgaae qaaaqabOqaaiGac2gacaGGPbGaaiOBaaaacaaIBbWaaSaaaeaacaaI XaaabaGaaGOmaaaacaaIOaGaeqySde2aaSbaaSqaaiaadQgaaeqaaO GaeyOeI0IaeqOSdi2aaSbaaSqaaiaadQgaaeqaaOGaaGykamaaCaaa leqabaGaaGOmaaaakiabgUcaRiabeU7aSjaaiYhacqaHXoqydaWgaa WcbaGaamOAaaqabaGccaaI8bGaaGyxaiaai6caaaa@596F@

Находим значение α j MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqySde2aaS baaSqaaiaadQgaaeqaaaaa@38AD@ , при котором F( α j )= 1 2 ( α j β j ) 2 +λ| α j | MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamOraiaaiI cacqaHXoqydaWgaaWcbaGaamOAaaqabaGccaaIPaGaaGypamaalaaa baGaaGymaaqaaiaaikdaaaGaaGikaiabeg7aHnaaBaaaleaacaWGQb aabeaakiabgkHiTiabek7aInaaBaaaleaacaWGQbaabeaakiaaiMca daahaaWcbeqaaiaaikdaaaGccqGHRaWkcqaH7oaBcaaI8bGaeqySde 2aaSbaaSqaaiaadQgaaeqaaOGaaGiFaaaa@4D6A@  достигает минимума.

Для этого найдем критические точки, в которых F ( α j )=0 MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGabmOrayaafa GaaGikaiabeg7aHnaaBaaaleaacaWGQbaabeaakiaaiMcacaaI9aGa aGimaaaa@3C74@  или F ( α j ) MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGabmOrayaafa GaaGikaiabeg7aHnaaBaaaleaacaWGQbaabeaakiaaiMcaaaa@3AF3@  не существует. Производная представлена следующим выражением:

                                        F ( α j )= α j β j +λ α j | α j | , α j 0. MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGabmOrayaafa GaaGikaiabeg7aHnaaBaaaleaacaWGQbaabeaakiaaiMcacaaI9aGa eqySde2aaSbaaSqaaiaadQgaaeqaaOGaeyOeI0IaeqOSdi2aaSbaaS qaaiaadQgaaeqaaOGaey4kaSIaeq4UdW2aaSaaaeaacqaHXoqydaWg aaWcbaGaamOAaaqabaaakeaacaaI8bGaeqySde2aaSbaaSqaaiaadQ gaaeqaaOGaaGiFaaaacaaISaGaaGzbVlabeg7aHnaaBaaaleaacaWG QbaabeaakiabgcMi5kaaicdacaaIUaaaaa@54AC@

F MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGabmOrayaafa aaaa@36CA@  разбивается на два случая

  F ( α j )= α j β j +λ α j >0, α j β j λ α j <0. MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGabmOrayaafa GaaGikaiabeg7aHnaaBaaaleaacaWGQbaabeaakiaaiMcacaaI9aWa aiqaaeaafaqaaeGabaaabaGaeqySde2aaSbaaSqaaiaadQgaaeqaaO GaeyOeI0IaeqOSdi2aaSbaaSqaaiaadQgaaeqaaOGaey4kaSIaeq4U dWMaaGzbVlaaywW7cqaHXoqydaWgaaWcbaGaamOAaaqabaGccaaI+a GaaGimaiaaiYcaaeaacqaHXoqydaWgaaWcbaGaamOAaaqabaGccqGH sislcqaHYoGydaWgaaWcbaGaamOAaaqabaGccqGHsislcqaH7oaBca aMf8UaaGzbVlabeg7aHnaaBaaaleaacaWGQbaabeaakiaaiYdacaaI WaGaaGOlaaaaaiaawUhaaaaa@5F35@  

 

Рассмотрим случай α j >0 MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqySde2aaS baaSqaaiaadQgaaeqaaOGaaGOpaiaaicdaaaa@3A39@  

                                              F 1 ( α j )= α j β j +λ; α j >0. MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGabmOrayaafa WaaSbaaSqaaiaaigdaaeqaaOGaaGikaiabeg7aHnaaBaaaleaacaWG QbaabeaakiaaiMcacaaI9aGaeqySde2aaSbaaSqaaiaadQgaaeqaaO GaeyOeI0IaeqOSdi2aaSbaaSqaaiaadQgaaeqaaOGaey4kaSIaeq4U dWMaaG4oaiabeg7aHnaaBaaaleaacaWGQbaabeaakiaai6dacaaIWa GaaGOlaaaa@4B7B@

Приравниваем к нулю, получаем одну критическую точку

                                                           α j = β j λ. MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqySde2aaS baaSqaaiaadQgaaeqaaOGaaGypaiabek7aInaaBaaaleaacaWGQbaa beaakiabgkHiTiabeU7aSjaai6caaaa@3F9D@

 Проделаем то же самое с F 2 ( α j )= α j β j λ; α j <0. MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGabmOrayaafa WaaSbaaSqaaiaaikdaaeqaaOGaaGikaiabeg7aHnaaBaaaleaacaWG QbaabeaakiaaiMcacaaI9aGaeqySde2aaSbaaSqaaiaadQgaaeqaaO GaeyOeI0IaeqOSdi2aaSbaaSqaaiaadQgaaeqaaOGaeyOeI0Iaeq4U dWMaaG4oaiabeg7aHnaaBaaaleaacaWGQbaabeaakiaaiYdacaaIWa GaaGOlaaaa@4B85@  Приравниваем к нулю, получаем одну критическую точку

                                                           α j = β j +λ. MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqySde2aaS baaSqaaiaadQgaaeqaaOGaaGypaiabek7aInaaBaaaleaacaWGQbaa beaakiabgUcaRiabeU7aSjaai6caaaa@3F92@

Для доказательства того, что данные критические точки является точками минимума, необходимо взять вторую производную и проверить найденные критические точки. F ( α j )=1 β j +λ MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGabmOrayaafy aafaGaaGikaiabeg7aHnaaBaaaleaacaWGQbaabeaakiaaiMcacaaI 9aGaaGymaiabgkDiElabek7aInaaBaaaleaacaWGQbaabeaakiabgU caRiabeU7aSbaa@4439@  и β j λ MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqOSdi2aaS baaSqaaiaadQgaaeqaaOGaeyOeI0Iaeq4UdWgaaa@3B5A@   MathType@MTEF@5@5@+= feaahqart1ev3aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBamXvP5wqonvsaeHbd9wDYLwzYnev ubqee0evGueE0jxyaibaieYlf9irVeeu0dXdh9vqqj=hEeeu0xXdbb a9frFj0=OqFfea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXd bPYxe9vr0=vr0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaae rbdfgBPjMCPbacfaqcLbyaqaaaaaaaaaWdbiaa=rbiaaa@3C9F@  минимумы функции.

Далее, необходимо узнать, при каких условиях найденные минимумы меньше 0

β j λ<0 β j <λ, MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqOSdi2aaS baaSqaaiaadQgaaeqaaOGaeyOeI0Iaeq4UdWMaaGipaiaaicdacqGH shI3cqaHYoGydaWgaaWcbaGaamOAaaqabaGccaaI8aGaeq4UdWMaaG ilaaaa@452D@  

β j +λ<0 β j <λ. MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqOSdi2aaS baaSqaaiaadQgaaeqaaOGaey4kaSIaeq4UdWMaaGipaiaaicdacqGH shI3cqaHYoGydaWgaaWcbaGaamOAaaqabaGccaaI8aGaeyOeI0Iaeq 4UdWMaaGOlaaaa@4611@

Проверяем оставшуюся критическую точку

  0< β j +λ; 0< β j λ; β j <λ; β j <λ. MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWaaiqaaeaafa qaaeGabaaabaGaaGimaiaaiYdacqaHYoGydaWgaaWcbaGaamOAaaqa baGccqGHRaWkcqaH7oaBcaaI7aaabaGaaGimaiaaiYdacqaHYoGyda WgaaWcbaGaamOAaaqabaGccqGHsislcqaH7oaBcaaI7aaaaaGaay5E aaGaeyO0H49aaiqaaeaafaqaaeGabaaabaGaeqOSdi2aaSbaaSqaai aadQgaaeqaaOGaaGipaiabgkHiTiabeU7aSjaaiUdaaeaacqaHYoGy daWgaaWcbaGaamOAaaqabaGccaaI8aGaeq4UdWMaaGOlaaaaaiaawU haaaaa@56D3@  

 

При сравнении β j +λ MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqOSdi2aaS baaSqaaiaadQgaaeqaaOGaey4kaSIaeq4UdWgaaa@3B4F@  и β j λ MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqOSdi2aaS baaSqaaiaadQgaaeqaaOGaeyOeI0Iaeq4UdWgaaa@3B5A@  получаем, что λ<λ MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeyOeI0Iaeq 4UdWMaaGipaiabeU7aSbaa@3B0E@  или λ>λ MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeyOeI0Iaeq 4UdWMaaGOpaiabeU7aSbaa@3B10@ . Так как λ>0 MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeq4UdWMaaG Opaiaaicdaaaa@3929@ , можно прийти к выводу, что α j opt = β j λ MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqySde2aa0 baaSqaaiaadQgaaeaacaWGVbGaamiCaiaadshaaaGccaaI9aGaeqOS di2aaSbaaSqaaiaadQgaaeqaaOGaeyOeI0Iaeq4UdWgaaa@41C8@  используется при β j >λ>0 MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqOSdi2aaS baaSqaaiaadQgaaeqaaOGaaGOpaiabeU7aSjaai6dacaaIWaaaaa@3CB7@ , а α j opt = β j +λ MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqySde2aa0 baaSqaaiaadQgaaeaacaWGVbGaamiCaiaadshaaaGccaaI9aGaeqOS di2aaSbaaSqaaiaadQgaaeqaaOGaey4kaSIaeq4UdWgaaa@41BD@  при β j <λ<0 MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqOSdi2aaS baaSqaaiaadQgaaeqaaOGaaGipaiabgkHiTiabeU7aSjaaiYdacaaI Waaaaa@3DA0@ .

Таким образом, решение задачи минимизации для l 1 MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeS4eHW2aaS baaSqaaiaaigdaaeqaaaaa@380B@  нормы можно записать в таком виде:

  α j opt = β j λ; β j >λ, 0;| β j |λ, β j +λ; β j <λ. MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqySde2aa0 baaSqaaiaadQgaaeaacaWGVbGaamiCaiaadshaaaGccaaI9aWaaiqa aeaafaqaaeWabaaabaGaeqOSdi2aaSbaaSqaaiaadQgaaeqaaOGaey OeI0Iaeq4UdWMaaG4oaiabek7aInaaBaaaleaacaWGQbaabeaakiaa i6dacqaH7oaBcaaISaaabaGaaGimaiaaiUdacaaMf8UaaGzbVlaaiY hacqaHYoGydaWgaaWcbaGaamOAaaqabaGccaaI8bGaeyizImQaeq4U dWMaaGilaaqaaiabek7aInaaBaaaleaacaWGQbaabeaakiabgUcaRi abeU7aSjaaiUdacqaHYoGydaWgaaWcbaGaamOAaaqabaGccaaI8aGa eyOeI0Iaeq4UdWMaaGOlaaaaaiaawUhaaaaa@643F@  

 

 

Рис. 2. График зависимости оптимальных координат αj от параметра λ для ℓ1 нормы

Fig. 2. Graph of the dependence of the optimal coordinates αj on the parameter λ for the ℓ1 norm 

 

Таким образом, варьируя невязку и параметр λ MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeq4UdWgaaa@37A7@ , получаем возможность сделать нулевыми те координаты точного решения β MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqOSdigaaa@3794@ , которые удовлетворяют условию |β|λ MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaGiFaiabek 7aIjaaiYhacqGHKjYOcqaH7oaBaaa@3D09@  (рис. 2).

 

5. Задача ( P 2 ε ) MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaGikaiaadc fadaqhaaWcbaGaaGOmaaqaaiabew7aLbaakiaaiMcaaaa@3AC7@  

 При рассмотрении нормы l 2 MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeS4eHW2aaS baaSqaaiaaikdaaeqaaaaa@380C@  функции Q, получаем Q( α j )=| α j | 2 . MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamyuaiaaiI cacqaHXoqydaWgaaWcbaGaamOAaaqabaGccaaIPaGaaGypaiaaiYha cqaHXoqydaWgaaWcbaGaamOAaaqabaGccaaI8bWaaWbaaSqabeaaca aIYaaaaOGaaGOlaaaa@4234@

Таким образом, оптимизационная задача сводится к следующему виду:

                                      α j opt =arg min α j [ 1 2 ( α j β j ) 2 +λ| α j | 2 ], MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqySde2aa0 baaSqaaiaadQgaaeaacaWGVbGaamiCaiaadshaaaGccaaI9aGaamyy aiaadkhacaWGNbWaaybuaeqaleaacqaHXoqydaWgaaqaaiaadQgaae qaaaqabOqaaiGac2gacaGGPbGaaiOBaaaacaaIBbWaaSaaaeaacaaI XaaabaGaaGOmaaaacaaIOaGaeqySde2aaSbaaSqaaiaadQgaaeqaaO GaeyOeI0IaeqOSdi2aaSbaaSqaaiaadQgaaeqaaOGaaGykamaaCaaa leqabaGaaGOmaaaakiabgUcaRiabeU7aSjaaiYhacqaHXoqydaWgaa WcbaGaamOAaaqabaGccaaI8bWaaWbaaSqabeaacaaIYaaaaOGaaGyx aiaaiYcaaaa@5A60@

F( α j )= 1 2 ( α j β j ) 2 +λ| α j | 2 , MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamOraiaaiI cacqaHXoqydaWgaaWcbaGaamOAaaqabaGccaaIPaGaaGypamaalaaa baGaaGymaaqaaiaaikdaaaGaaGikaiabeg7aHnaaBaaaleaacaWGQb aabeaakiabgkHiTiabek7aInaaBaaaleaacaWGQbaabeaakiaaiMca daahaaWcbeqaaiaaikdaaaGccqGHRaWkcqaH7oaBcaaI8bGaeqySde 2aaSbaaSqaaiaadQgaaeqaaOGaaGiFamaaCaaaleqabaGaaGOmaaaa kiaaiYcaaaa@4F13@   F( α j )= 1 2 ( α j β j ) 2 +λ α j 2 . MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamOraiaaiI cacqaHXoqydaWgaaWcbaGaamOAaaqabaGccaaIPaGaaGypamaalaaa baGaaGymaaqaaiaaikdaaaGaaGikaiabeg7aHnaaBaaaleaacaWGQb aabeaakiabgkHiTiabek7aInaaBaaaleaacaWGQbaabeaakiaaiMca daahaaWcbeqaaiaaikdaaaGccqGHRaWkcqaH7oaBcqaHXoqydaqhaa WcbaGaamOAaaqaaiaaikdaaaGccaaIUaaaaa@4CD3@  Находим значение α j MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqySde2aaS baaSqaaiaadQgaaeqaaaaa@38AD@ , при котором F( α j ) MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamOraiaaiI cacqaHXoqydaWgaaWcbaGaamOAaaqabaGccaaIPaaaaa@3AE7@  достигает минимума.

                                                 F ( α j )= α j β j +2λ α j . MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGabmOrayaafa GaaGikaiabeg7aHnaaBaaaleaacaWGQbaabeaakiaaiMcacaaI9aGa eqySde2aaSbaaSqaaiaadQgaaeqaaOGaeyOeI0IaeqOSdi2aaSbaaS qaaiaadQgaaeqaaOGaey4kaSIaaGOmaiabeU7aSjabeg7aHnaaBaaa leaacaWGQbaabeaakiaai6caaaa@48FF@

Приравниваем к нулю, получаем одну критическую точку

                                                           α j = β j 1+2λ . MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqySde2aaS baaSqaaiaadQgaaeqaaOGaaGypamaalaaabaGaeqOSdi2aaSbaaSqa aiaadQgaaeqaaaGcbaGaaGymaiabgUcaRiaaikdacqaH7oaBaaGaaG Olaaaa@4119@

Данная точка является точкой минимума функции. Следовательно, α j opt = β j 1+2λ MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqySde2aa0 baaSqaaiaadQgaaeaacaWGVbGaamiCaiaadshaaaGccaaI9aWaaSaa aeaacqaHYoGydaWgaaWcbaGaamOAaaqabaaakeaacaaIXaGaey4kaS IaaGOmaiabeU7aSbaaaaa@4344@ .

 

Рис. 3. График зависимости оптимальных координат αj от параметра λ для ℓ2 нормы

Fig. 3. Graph of the dependence of the optimal coordinates αj on the parameter λ for the ℓ2 norm

 

Таким образом, получаем, что l 2 MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeS4eHW2aaS baaSqaaiaaikdaaeqaaaaa@380C@  норма не позволяет получить дополнительных нулевых координат (рис. 3).

 

6. Примеры нахождения разреженных решений

 В качестве словаря возьмем единичную матрицу 4×4 MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaGinaiabgE na0kaaisdaaaa@3986@  

  D= D T = 1000 0100 0010 0001 MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiraiaai2 dacaWGebWaaWbaaSqabeaacaWGubaaaOGaaGypamaabmaabaqbaeaa bqqaaaaabaGaaGymaiaaywW7caaIWaGaaGzbVlaaicdacaaMf8UaaG imaaqaaiaaicdacaaMf8UaaGymaiaaywW7caaIWaGaaGzbVlaaicda aeaacaaIWaGaaGzbVlaaicdacaaMf8UaaGymaiaaywW7caaIWaaaba GaaGimaiaaywW7caaIWaGaaGzbVlaaicdacaaMf8UaaGymaaaaaiaa wIcacaGLPaaaaaa@5A08@  

 

 

  x = 11 6 3 2 MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGabmiEayaala GaaGypamaabmaabaqbaeaabqqaaaaabaGaaGymaiaaigdaaeaacaaI 2aaabaGaaG4maaqaaiaaikdaaaaacaGLOaGaayzkaaaaaa@3D11@  

 

 

  β = 11 6 3 2 MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGafqOSdiMbaS aacaaI9aWaaeWaaeaafaqaaeabbaaaaeaacaaIXaGaaGymaaqaaiaa iAdaaeaacaaIZaaabaGaaGOmaaaaaiaawIcacaGLPaaaaaa@3DB5@  

 

Возьмем λ=2 MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeq4UdWMaaG ypaiaaikdaaaa@392A@ . Для l 1 MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeS4eHW2aaS baaSqaaiaaigdaaeqaaaaa@380B@  нормы оптимальным решением будет:

  α j opt = β j λ; β j >λ, 0;| β j |λ, β j +λ; β j <λ, MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqySde2aa0 baaSqaaiaadQgaaeaacaWGVbGaamiCaiaadshaaaGccaaI9aWaaiqa aeaafaqaaeWabaaabaGaeqOSdi2aaSbaaSqaaiaadQgaaeqaaOGaey OeI0Iaeq4UdWMaaG4oaiabek7aInaaBaaaleaacaWGQbaabeaakiaa i6dacqaH7oaBcaaISaaabaGaaGimaiaaiUdacaaMf8UaaGzbVlaaiY hacqaHYoGydaWgaaWcbaGaamOAaaqabaGccaaI8bGaeyizImQaeq4U dWMaaGilaaqaaiabek7aInaaBaaaleaacaWGQbaabeaakiabgUcaRi abeU7aSjaaiUdacqaHYoGydaWgaaWcbaGaamOAaaqabaGccaaI8aGa eyOeI0Iaeq4UdWMaaGilaaaaaiaawUhaaaaa@643D@  

 

  α j opt = 9 4 1 0 . MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqySde2aa0 baaSqaaiaadQgaaeaacaWGVbGaamiCaiaadshaaaGccaaI9aWaaeWa aeaafaqaaeabbaaaaeaacaaI5aaabaGaaGinaaqaaiaaigdaaeaaca aIWaaaaaGaayjkaiaawMcaaiaai6caaaa@41A8@  

 

Таким образом, мы получили более разреженное решение для вектора x. MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiEaiaai6 caaaa@37A8@  Нетрудно заметить, что при использовании l 1 MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeS4eHW2aaS baaSqaaiaaigdaaeqaaaaa@380B@  нормы всегда можно получить более разреженное решение путем соответствующего выбора λ MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeq4UdWgaaa@37A7@ .

Также можно заметить, что при использовании l 2 MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeS4eHW2aaS baaSqaaiaaikdaaeqaaaaa@380C@  нормы и α j opt = β j 1+2λ MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqySde2aa0 baaSqaaiaadQgaaeaacaWGVbGaamiCaiaadshaaaGccaaI9aWaaSaa aeaacqaHYoGydaWgaaWcbaGaamOAaaqabaaakeaacaaIXaGaey4kaS IaaGOmaiabeU7aSbaaaaa@4344@  невозможно получить α j MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqySde2aaS baaSqaaiaadQgaaeqaaaaa@38AD@ , отличное от 0 при β j 0 MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqOSdi2aaS baaSqaaiaadQgaaeqaaOGaeyiyIKRaaGimaaaa@3B3A@ . Таким образом, норма l 2 MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeS4eHW2aaS baaSqaaiaaikdaaeqaaaaa@380C@  не может решить поставленную задачу.

Используя псевдонорму l 0 , MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeS4eHW2aaS baaSqaaiaaicdaaeqaaOGaaGilaaaa@38CA@  имеем

  α j opt = 0;| β j | 2λ , β j ;| β j |> 2λ MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqySde2aa0 baaSqaaiaadQgaaeaacaWGVbGaamiCaiaadshaaaGccaaI9aWaaiqa aeaafaqaaeGabaaabaGaaGimaiaaiUdacaaMf8UaaGiFaiabek7aIn aaBaaaleaacaWGQbaabeaakiaaiYhacqGHKjYOdaGcaaqaaiaaikda cqaH7oaBaSqabaGccaaISaaabaGaeqOSdi2aaSbaaSqaaiaadQgaae qaaOGaaG4oaiaaysW7caaI8bGaeqOSdi2aaSbaaSqaaiaadQgaaeqa aOGaaGiFaiaai6dadaGcaaqaaiaaikdacqaH7oaBaSqabaaaaaGcca GL7baaaaa@57AD@  

 и, изменяя параметр λ, MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeq4UdWMaaG ilaaaa@385D@  можно получить любое количество нулевых координат приближенного решения.

В качестве словаря возьмем ортогональную матрицу 4×4 MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaGinaiabgE na0kaaisdaaaa@3986@

 

  D= D T = 1 2 1111 1111 1111 1111 MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiraiaai2 dacaWGebWaaWbaaSqabeaacaWGubaaaOGaaGypamaalaaabaGaaGym aaqaaiaaikdaaaWaaeWaaeaafaqaaeabbaaaaeaacaaIXaGaaGzbVl aaywW7caaIXaGaaGzbVlaaywW7caaIXaGaaGzbVlaaywW7caaIXaaa baGaaGymaiaaywW7cqGHsislcaaIXaGaaGzbVlaaywW7caaIXaGaaG zbVlabgkHiTiaaigdaaeaacaaIXaGaaGzbVlaaywW7caaIXaGaaGzb VlabgkHiTiaaigdacaaMf8UaeyOeI0IaaGymaaqaaiaaigdacaaMf8 UaeyOeI0IaaGymaiaaywW7cqGHsislcaaIXaGaaGzbVlaaywW7caaI XaaaaaGaayjkaiaawMcaaaaa@6A7D@  

 

 

  x = 11 6 3 2 MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGabmiEayaala GaaGypamaabmaabaqbaeaabqqaaaaabaGaaGymaiaaigdaaeaacaaI 2aaabaGaaG4maaqaaiaaikdaaaaacaGLOaGaayzkaaaaaa@3D11@  

 

 

  β = 11 3 6 2 MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGafqOSdiMbaS aacaaI9aWaaeWaaeaafaqaaeabbaaaaeaacaaIXaGaaGymaaqaaiaa iodaaeaacaaI2aaabaGaaGOmaaaaaiaawIcacaGLPaaaaaa@3DB5@  

 

Возьмем λ=2 MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeq4UdWMaaG ypaiaaikdaaaa@392A@ . Для l 1 MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeS4eHW2aaS baaSqaaiaaigdaaeqaaaaa@380B@  нормы оптимальным решением будет:

 

  α j opt = β j λ; β j >λ, 0;| β j |λ, β j +λ; β j <λ, MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqySde2aa0 baaSqaaiaadQgaaeaacaWGVbGaamiCaiaadshaaaGccaaI9aWaaiqa aeaafaqaaeWabaaabaGaeqOSdi2aaSbaaSqaaiaadQgaaeqaaOGaey OeI0Iaeq4UdWMaaG4oaiabek7aInaaBaaaleaacaWGQbaabeaakiaa i6dacqaH7oaBcaaISaaabaGaaGimaiaaiUdacaaMf8UaaGzbVlaaiY hacqaHYoGydaWgaaWcbaGaamOAaaqabaGccaaI8bGaeyizImQaeq4U dWMaaGilaaqaaiabek7aInaaBaaaleaacaWGQbaabeaakiabgUcaRi abeU7aSjaaiUdacqaHYoGydaWgaaWcbaGaamOAaaqabaGccaaI8aGa eyOeI0Iaeq4UdWMaaGilaaaaaiaawUhaaaaa@643D@  

 

 

  α j opt = 9 1 4 0 MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqySde2aa0 baaSqaaiaadQgaaeaacaWGVbGaamiCaiaadshaaaGccaaI9aWaaeWa aeaafaqaaeabbaaaaeaacaaI5aaabaGaaGymaaqaaiaaisdaaeaaca aIWaaaaaGaayjkaiaawMcaaaaa@40F0@  

 

Таким образом, мы получили одну дополнительную нулевую координату.

 

Выводы

 Выбор параметра λ MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeq4UdWgaaa@37A7@  позволяет регулировать количество нулевых координат в зависимости от выбранной невязки ε MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqyTdugaaa@379A@ . При использовании l 0 MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeS4eHW2aaS baaSqaaiaaicdaaeqaaaaa@380A@  или l 1 MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeS4eHW2aaS baaSqaaiaaigdaaeqaaaaa@380B@  нормы всегда можно получить более разреженное решение путем соответствующего выбора λ MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeq4UdWgaaa@37A7@ .

Также можно заметить, что при использовании l 2 MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeS4eHW2aaS baaSqaaiaaikdaaeqaaaaa@380C@  нормы и α j opt = β j 1+2λ MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqySde2aa0 baaSqaaiaadQgaaeaacaWGVbGaamiCaiaadshaaaGccaaI9aWaaSaa aeaacqaHYoGydaWgaaWcbaGaamOAaaqabaaakeaacaaIXaGaey4kaS IaaGOmaiabeU7aSbaaaaa@4344@  невозможно получить α j , MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqySde2aaS baaSqaaiaadQgaaeqaaOGaaGilaaaa@396D@  отличное от 0, при β j 0 MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqOSdi2aaS baaSqaaiaadQgaaeqaaOGaeyiyIKRaaGimaaaa@3B3A@ . Таким образом, l 2 MathType@MTEF@5@5@+= feaahqart1ev3aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeS4eHW2aaS baaSqaaiaaikdaaeqaaaaa@380C@  норма не позволяет получить дополнительных нулевых координат в приближенном представлении точного решения.

 

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Об авторах

Андрей Викторович Киптенко

Самарский национальный исследовательский университет имени академика С.П. Королева

Автор, ответственный за переписку.
Email: kiptenkoandrei@yandex.ru
ORCID iD: 0009-0001-3837-1013

аспирант кафедры безопасности информационных систем

Россия, 443086, г. Самара, Московское шоссе, 34

Илья Михайлович Избяков

Самарский национальный исследовательский университет имени академика С.П. Королева

Email: iliya-izbyakov@mail.ru
ORCID iD: 0000-0003-3358-966X

аспирант кафедры безопасности информационных систем

Россия, 443086, г. Самара, Московское шоссе, 34

Список литературы

  1. Elad M. Sparse and Redundant Representations. From Theory to Applications in Signal and Image Processing. New York: Springer. 2010. 376 p. DOI: https://doi.org/10.1007/978-1-4419-7011-4.
  2. Novikov S.Ya. Processing of sparse signals and mutual coherence of "measurable"vectors // Lobachevskii Journal of Mathematics. 2020. Vol. 41. № 4. Pp. 666–675. DOI: https://doi.org/10.1134/S1995080220040174. EDN: https://www.elibrary.ru/hrjatz.
  3. Natarajan B.K. Sparse approximate solutions to linear systems // SIAM Journal on Computing. 1995. Vol. 24. Issue 2. Pp. 227–234. DOI: http://doi.org/10.1137/S0097539792240406.
  4. Donoho D.L., Elad M. Optimally sparse representation in general (nonorthogonal) dictionaries via ℓ1 minimization // Proceedings of the National Academy of Sciences of the United States of America. 2003. Vol. 100. Issue 5. Pp. 2197–2202. DOI: http://doi.org/10.1073/pnas.0437847100.
  5. Candes Emmanuel J. Compressive sampling // Proceedings oh the International Congress of Mathematicians. 2006. Vol. 3. Pp. 1433–1452. URL: https://candes.su.domains/publications/downloads/CompressiveSampling.pdf.
  6. Candes Emmanuel J. Mathematics of sparsity (and a few other things). International Congress of Mathematicians. 2014. URL: https://candes.su.domains/publications/downloads/ICM2014.pdf.
  7. Candes Emmanuel J., Romberg J.K., Tao T. Stable Signal Recovery from Incomplete and Inaccurate Measurements. Available online: arXiv:math/0503066.
  8. Cohen R., Elad M., Milanfar P. Regularization by Denoising via Fixed-Point Projection (RED-PRO). Available online: arXiv:2008.00226v2.
  9. Candes Emmanuel J., Plan Ya. Regularization by Denoising via Fixed-Point Projection (RED-PRO). Available online: arXiv:1011.3854v3.
  10. Qu Q., Sun Ju, Wright J. Finding a sparse vector in a subspace: Linear sparsity using alternating directions. Available online: arXiv:1412.4659.

Дополнительные файлы

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1. JATS XML
2. Рис. 1. График зависимости оптимальных координат αj от параметра λ для ℓ0 квазинормы

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3. Рис. 2. График зависимости оптимальных координат αj от параметра λ для ℓ1 нормы

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4. Рис. 3. График зависимости оптимальных координат αj от параметра λ для ℓ2 нормы

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© Киптенко А.В., Избяков И.М., 2023

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