Convex Iteration
From Wikimization
(Difference between revisions)
Dattorro (Talk | contribs)
(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...)
Next diff →
Revision as of 20:10, 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 linear regularization term in the objective, and then two convex problems are iterated until convergence where, ideally, solution to the original problem is found.