Timeline for Question on solving an optimization problem using Variable splitting and ADMM
Current License: CC BY-SA 3.0
8 events
| when toggle format | what | by | license | comment | |
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| Jan 18, 2016 at 7:41 | comment | added | Dirk | Will ADMM and variable splitting solve this? I think you have to try this to get an answer. (Implementation seems straightforward and monitoring descent of the objective also. Checking second order sufficient conditions seems also possible…) | |
| S Jan 18, 2016 at 6:51 | history | edited | David Feldman | CC BY-SA 3.0 |
Made the English more fluent, corrected type-setting issues.
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| S Jan 18, 2016 at 6:51 | history | suggested | vog | CC BY-SA 3.0 |
Correct typos
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| Jan 18, 2016 at 6:04 | review | Suggested edits | |||
| S Jan 18, 2016 at 6:51 | |||||
| Jan 15, 2016 at 10:46 | comment | added | Dirk | ADMM would builde the augmented Lagrangian for the problem and then alternatingly minimize between $v$ and $x$ with suitable update for the Lagrange multiplier. You may get intro trouble due to the nonlinear (in fact bilinear) constraint for $x$ (which I interpret componentwise, right?) resulting in a non-convex subproblem for the $x$ minimization (and also no convergence result I knows will be applicable). | |
| Jan 15, 2016 at 0:13 | comment | added | c.Parsi | The first constrain can be relaxed by $|\Phi v-x|<\epsilon$, A is has more columns than rows and $\Phi$ is fat (over determined system) | |
| Jan 14, 2016 at 23:57 | comment | added | Taha | Are you sure about the first constraint? It just gives you the solution for x as $x=\Phi v$. Also, can you specify the dimensions of $A$ and $\Phi$? | |
| Jan 14, 2016 at 23:25 | history | asked | c.Parsi | CC BY-SA 3.0 |