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Scalable signal reconstruction for a broad range of applications

Signal reconstruction problem (SRP) is an important optimization problem where the objective is to identify a solution to an underdetermined system of linear equations that is closest to a given prior. It has a substantial number of applications in diverse areas, such as network traffic engineering, medical image reconstruction, acoustics, astronomy, and many more. Unfortunately, most of the common approaches for solving SRP do not scale to large problem sizes. We propose a novel and scalable algorithm for solving this critical problem. Specifically, we make four major contributions. First, we propose a dual formulation of the problem and develop the DIRECT algorithm that is significantly more efficient than the state of the art. Second, we show how adapting database techniques developed for scalable similarity joins provides a substantial speedup over DIRECT. Third, we describe several practical techniques that allow our algorithm to scale---on a single machine---to settings that are orders of magnitude larger than previously studied. Finally, we use the database techniques of materialization and reuse to extend our result to dynamic settings where the input to the SRP changes. Extensive experiments on real-world and synthetic data confirm the efficiency, effectiveness, and scalability of our proposal.