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MP
1998
63views more  MP 1998»
15 years 3 months ago
On the projected subgradient method for nonsmooth convex optimization in a Hilbert space
Ya. I. Alber, Alfredo N. Iusem, Mikhail V. Solodov
JOTA
2010
117views more  JOTA 2010»
15 years 2 months ago
Distributed Stochastic Subgradient Projection Algorithms for Convex Optimization
We consider a distributed multi-agent network system where the goal is to minimize a sum of agent objective functions subject to a common set of constraints. For this problem, we p...
S. Sundhar Ram, Angelia Nedic, Venugopal V. Veerav...
ICIP
2010
IEEE
15 years 2 months ago
Gradient projection for linearly constrained convex optimization in sparse signal recovery
The 2- 1 compressed sensing minimization problem can be solved efficiently by gradient projection. In imaging applications, the signal of interest corresponds to nonnegative pixel...
Zachary T. Harmany, Daniel Thompson, Rebecca Wille...
ICML
2003
IEEE
16 years 5 months ago
Online Convex Programming and Generalized Infinitesimal Gradient Ascent
Convex programming involves a convex set F Rn and a convex cost function c : F R. The goal of convex programming is to find a point in F which minimizes c. In online convex prog...
Martin Zinkevich