Compressed Sensing With Nonlinear Observations and Related Nonlinear Optimization Problems

Nonconvex constraints are valuable regularizers in many optimization problems. In particular, sparsity constraints have had a significant impact on sampling theory, where they are used in compressed sensing and allow structured signals to be sampled far below the rate traditionally prescribed. Nearly, all of the theory developed for compressed sensing signal recovery assumes that samples are taken using linear measurements. In this paper, we instead address the compressed sensing recovery problem in a setting where the observations are nonlinear. We show that, under conditions similar to those required in the linear setting, the iterative hard thresholding algorithm can be used to accurately recover sparse or structured signals from few nonlinear observations. Similar ideas can also be developed in a more general nonlinear optimization framework. In the second part of this paper, we therefore present related result that shows how this can be done under sparsity and union of subspaces constraints, whenever a generalization of the restricted isometry property traditionally imposed on the compressed sensing system holds.