Exact resolution of the sparse spectral unmixing problem
$$\min_{\boldsymbol{x}\in [0,1]^{Q}}\quad \frac{1}{2}\big|\big| \boldsymbol{y}-\mathbf{H}\boldsymbol{x}\big|\big|_{2}^{2}\quad \textrm{st. } \big|\big|\boldsymbol{x}\big|\big| _{0} \leq K, \quad\boldsymbol{1} _{Q} ^{\intercal} \boldsymbol{x} =1$$
Séminaire équipe SiMS - 23/09/2021
MimosaUnmix_1inst_meth $(pwd) 2 bb_homotopy_fcls eq
L2L0_ASC_ANC_BB_Rhom_fcls
Instance : SA_SNR40_K4_instance30
K = 2 Q = 50 N = 224 ASC form : equality
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#(it) = 10 #(node) = 19 T = 0.083769 card(L) = 2
xUB* = 1' 34'
UB* = 0.312598 sum(xUB*) = 1
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[...]
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#(it) = 100 #(node) = 199 T = 0.319659 card(L) = 1
xUB* = 24 39'
UB* = 0.170461 sum(xUB*) = 1
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SA_SNR40_K4_instance30 - bb_homotopy_fcls
T = 0.322625 (s)
#(node) = 211 / best(node) = 221
UB* = 0.170461
xUB* :
x(24) = 0.234965
x(39)' = 0.765035
sum(xUB*) = 1