Timeline for Using iterative projection to solve a minimization problem
Current License: CC BY-SA 3.0
8 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jan 2, 2017 at 13:34 | comment | added | Rodrigo de Azevedo | This is why it is a good idea to provide motivation when asking a question. People can help refine the question before attempting to answer it. | |
| Jan 2, 2017 at 2:05 | comment | added | Nolan | Thanks very much. I think there is an error in the mathematical modeling for my problem. | |
| Jan 1, 2017 at 13:58 | comment | added | Rodrigo de Azevedo | In fact, if the system is infeasible, perhaps it would make more sense to solve the regularized least-squares problem $$\text{minimize} \qquad \| \mathrm X 1_n - 1_n \|_2^2 + \| \mathrm X^{\top} 1_n - 1_n \|_2^2 + \| \mathrm C \mathrm X - 1_n 1_n^{\top} \|_{\text{F}}^2 + \gamma \| \mathrm X - \mathrm X_0 \|_{\text{F}}^2$$ | |
| Jan 1, 2017 at 13:40 | comment | added | Rodrigo de Azevedo | There are $n^2$ unknowns. The first two (vector) constraints impose $2n$ (scalar) constraints. The third (matrix) constraint imposes $n^2$ (scalar) constraints. The system is overdetermined. Hence, infeasibility should come as no surprise. | |
| Jan 1, 2017 at 13:33 | comment | added | Nolan | I test this, but matlab shows that the dual problem is suspected of being infeasible. May be the constraint 3 violates with the other two constraints. | |
| Dec 31, 2016 at 15:44 | comment | added | Rodrigo de Azevedo | You need MATLAB's Optimization Toolbox, though. | |
| Dec 31, 2016 at 15:41 | comment | added | Nolan | I think you have helped me to solve it. Thanks very much for your kindness. | |
| Dec 31, 2016 at 15:26 | history | answered | Rodrigo de Azevedo | CC BY-SA 3.0 |