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Results tagged with global-optimization
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user 24707
4
votes
2
answers
4k
views
Dual Norm For Sum of 2-Norms
What is the dual of a norm that is the sum of two-norms? Specifically, say we have the following norm for $\mathbf{x}\in \mathbb{R}^n$ and $\mathbf{A}_i \in \mathbb{R}^{m \times n}$
$\|\mathbf{x}\| = …
2
votes
3
answers
2k
views
Efficient Algorithm For Projection Onto A Convex Set
Given $\mathbf{x} \in \mathbb{R}^n$ and $\tau$ a scalar, I would like to solve the following Euclidean projection problem:
$\underset{\mathbf{p}}{\mathrm{argmin}} \; \|\mathbf{p}-\mathbf{x}\|_2
\;\;
…