(i) {α - Convex Optimization

(i) {α - Convex Optimization (i) {α - Convex Optimization

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Problem statement y = HΦα + ε, Var (ε) =σ 2 ε. Consider the following minimization problems: (P σ ) : min Ψ (α) s.t. ‖y − HΦα‖ l2 ≤ σ (P eq ) : min Ψ (α) s.t. y = HΦα (P τ ) : min 1 2 ‖y − HΦα‖2 l 2 s.t. Ψ (α) ≤ τ Ψ (α) = ∑ γ∈Γ ψ (α γ). ψ is a sparsity-promoting penalty. Stanford seminar 08-14

Characterizing Problem (P τ ) Stanford seminar 08-15

Problem statement<br />

y = HΦα + ε, Var (ε) =σ 2 ε.<br />

Consider the following minimization problems:<br />

(P σ ) : min Ψ (α) s.t. ‖y − HΦα‖ l2<br />

≤ σ<br />

(P eq ) : min Ψ (α) s.t. y = HΦα<br />

(P τ ) : min 1 2 ‖y − HΦα‖2 l 2<br />

s.t. Ψ (α) ≤ τ<br />

Ψ (α) = ∑ γ∈Γ ψ (α γ).<br />

ψ is a sparsity-promoting penalty.<br />

Stanford seminar 08-14

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