Projection onto the Cosparse Set is NP-Hard
arXiv:1303.5305
Abstract
The computational complexity of a problem arising in the context of sparse optimization is considered, namely, the projection onto the set of -cosparse vectors w.r.t. some given matrix $\Omeg$. It is shown that this projection problem is (strongly) \NP-hard, even in the special cases in which the matrix $\Omeg$ contains only ternary or bipolar coefficients. Interestingly, this is in contrast to the projection onto the set of -sparse vectors, which is trivially solved by keeping only the largest coefficients.
to appear in ICASSP 2014