学术报告(沈立新 2024.7.12)

Computing Proximity Operators of Scale and Signed Permutation Invariant Function

发布人:姚璐 发布日期:2024-07-05
主题
Computing Proximity Operators of Scale and Signed Permutation Invariant Function
活动时间
-
活动地址
新数学楼415
主讲人
沈立新 教授(Syracuse大学)
主持人
杨力华 教授

摘要:This presentation focused on computing proximity operators for scale and signed permutation invariant functions. A scale-invariant function remains unchanged under uniform scaling, while a signed permutation invariant function retains its structure despite permutations and sign changes applied to its input variables. Noteworthy examples include the $\ell_0$ function and the ratios of $\ell_1/\ell_2$ and its square, with their proximity operators being particularly crucial in sparse signal recovery. We delve into the properties of scale and signed permutation invariant functions, delineating the computation of their proximity operators into three sequential steps: the $w$-step, $r$-step, and $d$-step. These steps collectively form a procedure termed as WRD, with the $w$-step being of utmost importance and requiring careful treatment. Leveraging this procedure, we present a method for explicitly computing the proximity operator of $(\ell_1/\ell_2)^2$ and introduce an efficient algorithm for the proximity operator of $\ell_1/\ell_2$. This presentation is accessible to senior undergraduate and graduate students.