2
$\begingroup$

Let $A\in\mathbb{R}^{m\times n}$ be a full column rank matrix. Then there exists a left inverse $A^+$ of $A$. Let $w\in \mathbb{R}^n$ be a vector. Is there a closed-form solution for the following problem?

$$ \begin{aligned} \min\limits_{A^+} \ & \|{A^+}^Tw\|_1\\ \text{s.t.} \ & A^+A= I \end{aligned} $$

$\endgroup$
3
  • $\begingroup$ I don't know about a closed form, but this should be efficiently computable by linear programming -- would that help? You could also use LP duality to get analytic lower bounds on this quantity. $\endgroup$ Commented Nov 13, 2019 at 15:13
  • $\begingroup$ I'm well aware that this can be efficiently solved. I'm interested in a closed-form because in the problem I'm working on, $w$ would be a decision variable along with $A^+$ $\endgroup$ Commented Nov 13, 2019 at 16:44
  • 1
    $\begingroup$ For what it's worth, it would be rather shocking if a closed-form solution exists. 1-norm minimization is one of the standard examples of how linear programming is useful. We can do 2-norm minimization in closed form, but 1-norm and infinity-norm minimization seem to require something slightly more. $\endgroup$ Commented Nov 14, 2019 at 12:34

1 Answer 1

2
$\begingroup$

If $B$ is one left inverse of $A$, then $B+X$ is a left inverse of $A$ (where $X$ is $n \times m$) iff $X A = 0$, i.e. the restriction of $X$ to $\text{Ran}(A)$ is $0$. Of course if $A$ is surjective, there is no choice: $X$ must be $0$, so let's suppose it is not. We may also assume $w \ne 0$.

We can choose $X$ so that $X^T w$ is any member of $\text{Ran}(A)^\perp = \text{Ker}(A^\top)$. So the question is reduced to: find $v \in \text{Ker}(A^\top)$ to minimize $\|B^\top w + v\|_1$.

$\endgroup$

You must log in to answer this question.

Start asking to get answers

Find the answer to your question by asking.

Ask question

Explore related questions

See similar questions with these tags.