Convex Iteration

From Wikimization

Revision as of 19:10, 4 February 2008 by Dattorro (Talk | contribs)
(diff) ←Older revision | Current revision (diff) | Newer revision→ (diff)
Jump to: navigation, search

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.

Personal tools