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Jan 8, 2013 at 10:16 vote accept digdug
Jan 8, 2013 at 9:51 answer added Dirk timeline score: 4
Jan 8, 2013 at 8:32 history edited Pietro Majer CC BY-SA 3.0
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Jan 8, 2013 at 7:18 comment added András Bátkai @Dirk: why don't you write an answer about these? What you write here might interest more people.
Jan 8, 2013 at 7:15 comment added Dirk Smoothing the dual will not give you a smooth primal. However, you get a strongly convex primal by dual smoothing (as opposed to merely a strictly convex primal by Huber smoothing). Hence, it depends on what kind of regularity you are aiming at: A smoother primal or a "more convex" primal - both can be helpful algorithmically. Moreover, note that there are numerous methods to treat nonsmooth convex minimization problems efficiently.
Jan 8, 2013 at 4:36 history asked digdug CC BY-SA 3.0