Mixing
How is the minimization part done in projected gradient descent?
$begingroup$
How is the minimization part done in projected gradient descent?
It says to do:
$$y_{k+1}=x_k-t^{(k)}partial f(x^{(k)})$$
where $x_{k+1}=min_{z in chi} |x-z|$
So is one supposed to solve the $x_{k+1}$ using some other minimization method? Or what is one supposed to do?
optimization
asked Jan 30 at 22:46
mavaviljmavavilj
2,84911138
$endgroup$
add a comment |
$begingroup$
How is the minimization part done in projected gradient descent?
It says to do:
$$y_{k+1}=x_k-t^{(k)}partial f(x^{(k)})$$
where $x_{k+1}=min_{z in chi} |x-z|$
So is one supposed to solve the $x_{k+1}$ using some other minimization method? Or what is one supposed to do?
optimization
asked Jan 30 at 22:46
mavaviljmavavilj
2,84911138
$endgroup$
$begingroup$
Typically depends on the problem (i.e. what the set $chi$ is). For example, if $chi$ is the $ell2$ unit ball, then the projection subproblem has a closed-form solution. For very complicated sets, you might not be able to do it practically.
$endgroup$
– David M.
Feb 2 at 2:41
add a comment |
$begingroup$
How is the minimization part done in projected gradient descent?
It says to do:
$$y_{k+1}=x_k-t^{(k)}partial f(x^{(k)})$$
where $x_{k+1}=min_{z in chi} |x-z|$
So is one supposed to solve the $x_{k+1}$ using some other minimization method? Or what is one supposed to do?
optimization
asked Jan 30 at 22:46
mavaviljmavavilj
2,84911138
$endgroup$
How is the minimization part done in projected gradient descent?
It says to do:
$$y_{k+1}=x_k-t^{(k)}partial f(x^{(k)})$$
where $x_{k+1}=min_{z in chi} |x-z|$
So is one supposed to solve the $x_{k+1}$ using some other minimization method? Or what is one supposed to do?
optimization
optimization
asked Jan 30 at 22:46
mavaviljmavavilj
2,84911138
asked Jan 30 at 22:46
mavaviljmavavilj
2,84911138
asked Jan 30 at 22:46
mavaviljmavavilj
2,84911138
asked Jan 30 at 22:46
mavaviljmavavilj
2,84911138
asked Jan 30 at 22:46
mavaviljmavavilj
2,84911138
2,84911138
$begingroup$
Typically depends on the problem (i.e. what the set $chi$ is). For example, if $chi$ is the $ell2$ unit ball, then the projection subproblem has a closed-form solution. For very complicated sets, you might not be able to do it practically.
$endgroup$
– David M.
Feb 2 at 2:41
add a comment |
$begingroup$
Typically depends on the problem (i.e. what the set $chi$ is). For example, if $chi$ is the $ell2$ unit ball, then the projection subproblem has a closed-form solution. For very complicated sets, you might not be able to do it practically.
$endgroup$
– David M.
Feb 2 at 2:41
$begingroup$
Typically depends on the problem (i.e. what the set $chi$ is). For example, if $chi$ is the $ell2$ unit ball, then the projection subproblem has a closed-form solution. For very complicated sets, you might not be able to do it practically.
$endgroup$
– David M.
Feb 2 at 2:41
$begingroup$
Typically depends on the problem (i.e. what the set $chi$ is). For example, if $chi$ is the $ell2$ unit ball, then the projection subproblem has a closed-form solution. For very complicated sets, you might not be able to do it practically.
$endgroup$
– David M.
Feb 2 at 2:41
add a comment |
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$begingroup$
Typically depends on the problem (i.e. what the set $chi$ is). For example, if $chi$ is the $ell2$ unit ball, then the projection subproblem has a closed-form solution. For very complicated sets, you might not be able to do it practically.
$endgroup$
– David M.
Feb 2 at 2:41