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Dual periodicity in -norm minimisation problems
Authors:Robin D Hill  
Affiliation:aSir Lawrence Wackett Aerospace Centre, School of Mathematical and Geospatial Science, RMIT University, Latrobe St., Melbourne, 3001, Australia
Abstract:The topic of this paper is the discrete-time l1-norm minimisation problem with convolution constraints. We find primal initial conditions for which the dual optimal solution is periodic. Periodicity of the dual optimal solution implies satisfaction of a simple linear recurrence relation by the primal optimal solution.
Keywords:color:black" href="/science?_ob=MathURL&_method=retrieve&_udi=B6V4X-4RJJRC7-1&_mathId=mml4&_user=10&_cdi=5770&_rdoc=7&_acct=C000069468&_version=1&_userid=6189383&md5=2ea28adc6b6b8eb460c4fa64c486571a" title="Click to view the MathML source"  l1-norm minimisation" target="_blank">alt="Click to view the MathML source">l1-norm minimisation  Linear programming  Duality  Convolution constraints
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