MIP and Set Covering approaches for Sparse Approximation

Diego Delle Donne, Matthieu Kowalski, Leo Liberti

The Sparse Approximation problem asks to find a solution $x$ such that $||y-Hx||<\alpha$, for a given norm $||\cdot ||$, minimizing the size of the support $||x||_0 := \#\{j \ |\ x_j…