Convex Iteration
From Wikimization
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(New page: Convex iteration is method for constraining rank or cardinality in an otherwise convex optimization problem. A rank or cardinality constraint is replaced by a linear regularization term i...) |
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| - | Convex iteration is method for constraining rank or cardinality in an otherwise convex optimization problem. A rank or cardinality constraint is replaced by a linear regularization term | + | Convex iteration is method for constraining rank or cardinality in an otherwise convex optimization problem. A rank or cardinality constraint is replaced by a weighted linear regularization term added to the objective, and then two convex problems are iterated until convergence where, ideally, solution to the original problem is found. |
Revision as of 20:21, 4 February 2008
Convex iteration is method for constraining rank or cardinality in an otherwise convex optimization problem. A rank or cardinality constraint is replaced by a weighted linear regularization term added to the objective, and then two convex problems are iterated until convergence where, ideally, solution to the original problem is found.