most recent 30 from http://mathoverflow.net 2013-05-24T14:53:52Z http://mathoverflow.net/feeds/user/26030 http://www.creativecommons.org/licenses/by-nc/2.5/rdf http://mathoverflow.net/questions/105767/non-convex-optimization unknown (google) 2012-08-28T21:46:30Z 2012-08-29T11:40:00Z

<p>Hi there, In my studies I come up with this nonconvex optimization problem argmin |Ax|_2+lamda*|x|_1 subject to x'x=1 where cost function is nonsmooth but convex and the constrant in nonconvex. I tries subgradient projection method for convex constraints but the global solution is not my desired solution. My question is that I should solve this problem hurestically or there is a reliable method for this nonconvex optimization problem?</p>

http://mathoverflow.net/questions/105767/non-convex-optimization/105799#105799 2012-08-29T20:01:43Z 2012-08-29T20:01:43Z

Thanks for these papers.

http://mathoverflow.net/questions/105767/non-convex-optimization/105816#105816 2012-08-29T20:00:41Z 2012-08-29T20:00:41Z

This trick seems interesting but I have no explicit data term in misfit functional and I am solving system of homogenous equations and data term is in the A matrix. So I have problem in using Alternating-Projection approaches with no b in the misfit functional.