# Convex Iteration

### From Wikimization

(Difference between revisions)

(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...) |
|||

Line 1: | Line 1: | ||

- | 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 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.