New answers tagged convex-optimization
1
I will try explaining why would someone use such an option as defining the solution as positive.
The Proximal Gradient Method which is the hurt of the FISTA algorithm is basically a generalization of Projected (Sub) Gradient Descent Method.
As such, if one knows that the solution lies in a Convex Set and one knows the projection onto that set one could ...
3
The problem is given by:
$$\begin{equation}
\arg \min_{X} \frac{1}{2} \sum_{k} {\left\| {T}_{k} {X}_{:, k} - {Y}_{:, k} \right\|}_{2}^{2} + \lambda {\left\| G X \right\|}_{2, 1} \\ = \arg \min_{X} \frac{1}{2} \sum_{k} {\left\| {T}_{k} {X}_{:, k} - {Y}_{:, k} \right\|}_{2}^{2} + \lambda \sum_{l} {\left\| G {X}_{:, l} \right\|}_{2}
\end{equation}$$
In the ...
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