Convex Iteration

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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 in the objective, and then two convex problems are iterated until convergence where, ideally, solution to the original problem is found.
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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 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 19:21, 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.

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