Timeline for Rewrite optimization objective
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
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| Jun 24, 2013 at 21:15 | comment | added | rodms | Thank you Brian, you are right, I should have been more specific. By 'equivalent' I meant precisely what you stated first "For every $s$, there is a $t$ such that if $x*$ is an optimal solution to the first problem, then $x*$ is also an optimal solution to the second problem" It is now clear to me that under this notion, my statement is not true in general. However, I know it is true for $f(x) = \|x\|_1$ and $g(x) = \|A^T(y-Ax)\|_\infty$ ($A$ is an nxp matrix, and $x,y$ are vector of appropriate dimensions), but don't know how to prove it. Do you know why this is true? Thank you very much. | |
| Jun 24, 2013 at 21:10 | vote | accept | rodms | ||
| Jun 26, 2013 at 12:51 | |||||
| Jun 24, 2013 at 21:10 | vote | accept | rodms | ||
| Jun 24, 2013 at 21:10 | |||||
| Jun 24, 2013 at 21:08 | vote | accept | rodms | ||
| Jun 24, 2013 at 21:10 | |||||
| Jun 24, 2013 at 17:51 | history | answered | Brian Borchers | CC BY-SA 3.0 |