All Questions
Tagged with linear-algebra convex-optimization
53 questions with no upvoted or accepted answers
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Finding gradient of an optimization
I am trying to find the gradient of the following optimization problem and then add to objective, but I got some trouble in computing. Could you please help me?
Assume that we have an optimization ...
- 161
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Dense Matrix Estimation
I have a matrix $X \in \mathbb{R}^{m\times n}$ and I want to estimate it with a dense matrix $Y^{m\times n}$ such that $Y$ is still close to $X$ in some distance measure. Is this doable in a ...
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Difference of two optimization problem's optimal value
Let we have two following optimization problems:
\begin{align}
\text{(P1)}\quad \alpha_1 = \max_{x_1,\ldots,x_M} &\quad \sum_{m=1}^{M}\log(1+f_m(x_1,\ldots,x_M))\\
\textrm{s.t.} &\quad \...
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