Electromigrated nanogaps: Difference between revisions

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The '''in-crowd algorithm''' is a numerical method for solving [[basis pursuit denoising]] quickly; faster than any other algorithm for large, sparse problems.<ref>See ''The In-Crowd Algorithm for Fast Basis Pursuit Denoising'', IEEE Trans Sig Proc 59 (10), Oct 1 2011, pp. 4595 - 4605, [http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?arnumber=5940245], demo [[MATLAB]] code available [http://molnargroup.ece.cornell.edu/files/InCrowdBeta1.zip]</ref> Basis pursuit denoising is the following optimization problem:
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<math>\min_x \frac{1}{2}\|y-Ax\|^2_2+\lambda\|x\|_1.</math>
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where <math>y</math> is the observed signal, <math>x</math> is the sparse signal to be recovered, <math>Ax</math> is the expected signal under <math>x</math>, and <math>\lambda</math> is the regularization parameter trading off signal fidelity and simplicity.
 
It consists of the following:
 
# Declare <math>x</math> to be 0, so the unexplained residual <math> r = y</math>
# Declare the active set <math>I</math> to be the empty set
# Calculate the usefulness <math>u_j = | \langle r A_j \rangle | </math> for each component in <math>I^c</math>
# If on <math>I^c</math>, no <math>u_j > \lambda</math>, terminate
# Otherwise, add <math>L \approx 25</math> components to <math>I</math>
# Solve basis pursuit denoising exactly on <math>I</math>, and throw out any component of <math>I</math> whose value attains exactly 0. This problem is dense, so quadratic programming techniques work very well for this sub problem.
# Update <math> r = y - Ax</math> - n.b. can be computed in the subproblem as all elements outside of <math>I</math> are 0
# Go to step 3.
 
Since every time the in-crowd algorithm performs a global search it adds up to <math>L</math> components to the active set, it can be a factor of <math>L</math> faster than the best alternative algorithms when this search is computationally expensive.  A theorem<ref>See ''The In-Crowd Algorithm for Fast Basis Pursuit Denoising'', IEEE Trans Sig Proc 59 (10), Oct 1 2011, pp. 4595 - 4605, [http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?arnumber=5940245]</ref> guarantees that the global optimum is reached in spite of the many-at-a-time nature of the in-crowd algorithm.
 
==Notes==
{{reflist}}
 
[[Category:Mathematical optimization]]
 
 
{{Mathapplied-stub}}

Latest revision as of 16:07, 10 November 2014

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