UB TURE I BA Fe how Hee Eymno arc Nath (AF) = that CHT Henee Nui CH) 1 Range CH). New let us examine rit Later x 447 His sypmetnc OO uneque sol” el) His positive Akaike y vvboonded 25 0 ARCH) KUr: is posite Semidetinile wile one af its eigenvalues =O coug : H ws 0 me Uynvalue > unvounded be a ve thak is -ve u be he eosin Biganverfor . Zz Au, KER the fimohion value Ltiliu ~ duutda Lek Aa) Fea te Gis Wu + Tau ta " os, X20, tne fitet form will qo fo be ZB flaw AQ. Dine problem is unbounded and Aveg Mob wave < finite opal value - Cosel. WK) = Haye, the eptinal solution P Satis res Phos =H Havre 20 . : ° ZF fe ve + ad sol”.Coe 2: EO wlth of lent one etqenvalve. A=0. O. vfta= He0- necessary bondétten fer optimality is Hat + C=O Hote -c Case 29 = je Z Range (t)| 9 XA satisfying Hee =< gine A=O lek ote oly where ut the clgpnwentoe °® 420. $lau)= L OuThutbatutd = desert =O td Since Hu fo, we can Cngoge Aap A X3~v St F (AU) > -%. Optioal value is not finite & the poolem fe unbounded - cate 2b: ¢ © Rane Cl) 35 satistyng (WR =-C) then any X+aXu whene Ue Nall (4) als sabstes H(Ktoxu)= HR+e Hus - Let us $ (x4 au) ad (Rretuy ACR ta) + Ot (CR tae) th = $ a Yous Cueto Thue oj- eLeHY +044, Iwvespeotie 4 Chette “tx andy - —yT ve Haw = TBVIR, 30Now te \ bl mia, id -F ib =: fle) Keon)! that tue linger Regressi'ow problem min Ide NE =: fle) es feod= ( PlRu-F ) (giQ0-5) = ST PAT Pie - 2 GRID Pi 2) + GS PATPR ER = ha xe Tard whene x20, He 2P (RSX) d= (598 Cs -2 prays TE HY O, we have a Unigve aptimaf volute w= e - F GTR: PRIS 2 y's Paar pei) pals - TE H has an eigenvalue =O, we can shold tak PRTG €RangeCH) - ond we ave infinitely many solutions, volta he same fiotte optimal value » when tre number 4 feabres K > number 4 data potnts, dA) eR ® nae Fewer Toms nat columns. T tank Pa) 4K» tete arte fohinitely many Solutions , ‘ ty, ven). ‘When a new data pois ts give, then, ND In fack, the entnes 4 iD ond DtHv ane going jo he very Different from gach fray , an th Is Aifiodt fo pedi Y¥ on ned datesTn onder to aljouiate tne above fssue, the wegression problem ts moditred to thelude regulars zat ferme , ettres tn the cost fonction oy @ —_ tonstrasats. Ex? min PR o-~ Sih + A Yeo, A: hyper paxameber OO eos Foretion ys NeW Strongly Convex & we nave onrqve Sparsity promoting solutong - Cone = O) m= (fe |, £04 [mint PRyo- Sys wd 4: Cenadtor) < mn) en. > NP-Hand problem 3 Card tw) ts nob a, Conver problem For a funttion f , de (eonvex) ae sup $B: g is convex } Under ceniatn agevmp tia, we cam shoo jolly < camden. wt K @xdle)Neehate 208 TB Fe Qo neguiadzed Motivated by tne Above obsesvation, we deting Begesiow problem aS ia, Were - SIE + Oily, a iver an Oltenative [min \ $(&yw-5 > formulation wees ( ——— Sb qos € E). Larger value foc smaller value of C megult 1) goluttong hot hove most Of frets enftes arual bb or Clee fo O, Despising ond Precewise wonstant aspx) matron Given signed oie eR me AAO: vave tt Signal +t g tee #, oeb eT te |g : + 4 84. YU ts a Smoot appr winahin : ott, oO Tt ys yl) gtk) og tk-!) yl) 2 90) UU The signal 4 should have two _propesties : DD yet lly -x741L_ shoub be small Q) [yw ybayyt Should be smal). (ec min py tT (yGo-yd > yer 22Tn orden to achiwe sparsity tn [y(k ~yCk-1)'| vector io = Rega OW. % pyar $ fo ~ U4 i)-4li- newt a 7 t S gli) - yG-1) Dual of a Quatrahe Program (ap) Consider. the &P wn Sal tot ole $4, H espace, 4 Ansb 1 4 peste _ bl4,4)= Lo he +o nth + x CAx-b) | lt CMe) edb bt ALA Inf Atwa) =F -we Aare g RH) eR } } U 5 Uk = Bar(Aate) =0 toe -(crAa). BECCRAAJERLH), thoy Jz ct Hes —(CFAA) z= -H'G+AA) deat (—Hitertay) & (at@eaan) — (CRA) i (@raA) +4 = aN a ok (ee Ra) Hee RA) th TDdual_optinrzation pblem : mn Aa) q ot equivalently min t(or Ra wterda) +b -2- nD quedvatic tn A - Hence, dual of a BP is onaney RP. — Quadratically tonstrained Quadeahic _progeams (CAP) Dif FATHOM + CIA +d et. LolWn telaed: 20, tel2---m 2 A LR 7, = bE1)2--- Dk bol Ha fee sOr # \2---P 2 i The above proviem is Comex whey H-%@, %20,/|,2--M G:=O , b=L2-- P Let us derive tts dual whew tye problem is comrex & thro “ 44 (2 Pix tarde) t= + 5 bs (frre; ) aap) fae eon! log > HMO ca e Tati! — clay) 70 equivalentiy < mia a B+ avy) fre)” 9 yO: = clam Hla) . & es Fot 2 aet +7 4545 | Linear makix Snequal'ty , will be discusted yn deta] Subrequetty -