• Corpus ID: 2737099

Optimization Algorithms for Data Analysis 1

@inproceedings{Wright2011OptimizationAF,
  title={Optimization Algorithms for Data Analysis 1},
  author={Stephen J. Wright},
  year={2011}
}
where f is as in (1.0.1), ψ : Rn → R is a function that is usually convex and 12 usually nonsmooth, and λ > 0 is a regularization parameter.1 We refer to (1.0.2) as 13 a regularized minimization problem because the presence of the term involving ψ 14 induces certain structural properties on the solution, that make it more desirable 15 or plausible in the context of the application. We describe iterative algorithms 16 that generate a sequence {x}k=0,1,2,... of points that, in the case of convex… 

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