Wewillusexktodenotetheparametervectoratiterationk,andxtodenoteaminimi - PDF document

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Uploaded On 2015-08-14

Wewillusexktodenotetheparametervectoratiterationk,andxtodenoteaminimi - PPT Presentation

2kxkyk2hxk6kminx2RdL 2kxyk2hx4whereyyk11Lg0yk1ekNotethattheproximaloptimizationproblem2isstronglyconvexandinpracticeweareoftenabletoobtainsuchboundsviaadualitygapegs ID: 107432

2kxkyk2+h(xk)6"k+minx2RdL 2kxyk2+h(x);(4)wherey=yk1(1=L)(g0(yk1)+ek)).Notethattheproximaloptimizationproblem(2)isstronglyconvexandinpracticeweareoftenabletoobtainsuchboundsviaadualitygap(e.g.

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