Finite termination of Bregman iteration on a singular vector

ID: finite-termination-of-bregman-iteration-on-a-singular-vector

For a generalized singular vector, exact data , and fixed , a compatible branch of Bregman iteration has and the displayed . Verify these formulas with the subgradient characterization of an absolutely one-homogeneous functional; before activation the dual coefficient remains at most , and after activation it is . The branch reaches at . Every minimizer branch has the same predicted data, since the quadratic data fidelity is strictly convex in . Exact recovery of this particular vector for arbitrary branch choices needs uniqueness, for example injectivity of . For and , the second coordinate of every minimizer is arbitrary.

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