Timeline for Smoothing L1 norm, Huber vs Conjugate
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Nov 18, 2015 at 5:25 | comment | added | Dirk | @jakeoung No, this is not true in general. | |
| Nov 17, 2015 at 22:19 | comment | added | jakeoung | Smoothing the dual, we get a strongly convex primal. Then, is it true that the primal is smooth because the primal is strongly convex? | |
| Jan 9, 2013 at 9:52 | comment | added | Dirk | I don't think so - I even think that a dual solution does not always give you a way to infer a primal solution... (regardless of smoothing). Probably an answer can be found in Nesterov's "Smooth minimization of non-smooth problems". | |
| Jan 8, 2013 at 23:04 | comment | added | digdug | Great answer, thanks. One more clarification: are there any guarantees that minimizing the smoothed dual will actually produce good (optimal?) solutions to the original primal? | |
| Jan 8, 2013 at 10:16 | vote | accept | digdug | ||
| Jan 8, 2013 at 9:51 | history | answered | Dirk | CC BY-SA 3.0 |