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» Solving Sparse Linear Constraints
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SIAMJO
2002
133views more  SIAMJO 2002»
14 years 10 months ago
SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
Abstract. Sequential quadratic programming (SQP) methods have proved highly effective for solving constrained optimization problems with smooth nonlinear functions in the objective...
Philip E. Gill, Walter Murray, Michael A. Saunders
ICASSP
2009
IEEE
15 years 5 months ago
RLS-weighted Lasso for adaptive estimation of sparse signals
The batch least-absolute shrinkage and selection operator (Lasso) has well-documented merits for estimating sparse signals of interest emerging in various applications, where obse...
Daniele Angelosante, Georgios B. Giannakis
SIAMSC
2010
215views more  SIAMSC 2010»
14 years 9 months ago
A Fast Algorithm for Sparse Reconstruction Based on Shrinkage, Subspace Optimization, and Continuation
We propose a fast algorithm for solving the ℓ1-regularized minimization problem minx∈Rn µ x 1 + Ax − b 2 2 for recovering sparse solutions to an undetermined system of linea...
Zaiwen Wen, Wotao Yin, Donald Goldfarb, Yin Zhang
IJCAI
2007
14 years 12 months ago
Using Linear Programming for Bayesian Exploration in Markov Decision Processes
A key problem in reinforcement learning is finding a good balance between the need to explore the environment and the need to gain rewards by exploiting existing knowledge. Much ...
Pablo Samuel Castro, Doina Precup
CDC
2010
IEEE
140views Control Systems» more  CDC 2010»
14 years 5 months ago
On the observability of linear systems from random, compressive measurements
Abstract-- Recovering or estimating the initial state of a highdimensional system can require a potentially large number of measurements. In this paper, we explain how this burden ...
Michael B. Wakin, Borhan Molazem Sanandaji, Tyrone...