【2】 工程中的非凸优化利器:Successive Convex Approximation 【3】 Sun Y, Babu P, Palomar D P. Majorization-minimization algorithms in signal processing, communications, and machine learning[J]. IEEE Transactions on Signal Processing, 2016, 65(3): 794-816. 编辑于 2023-07-10 20:43・广东...
Majorization-Minimization Algorithms in Signal Processing, Communications, and Machine Learning^[3]^ 我每次迭代可以不用找最优的,也就是理论上可以用广义梯度法,可以用quasi-Newton method minxf0(x)−h0(x)∣fi(x)−hi(x)≤0,i=1,...,m. 大概是 gi(x∣xt)=fi(x)−(hi(xt)+∇hi(xt)...
【2】 工程中的非凸优化利器：Successive Convex Approximation 【3】 Sun Y, Babu P, Palomar D P. Majorization-minimization algorithms in signal processing, communications, and machine learning[J]. IEEE Transactions on Signal Processing, 2016, 65(3): 794-816.
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Majorization-minimization algorithms consist of successively minimizing a sequence of upper bounds of the objective function so that along the iterations the objective function decreases. Such a simple principle allows to solve a large class of optimization problems, even nonconvex, nonsmooth and ...
This paper gives an overview of the majorization-minimization (MM) algorithmic framework, which can provide guidance in deriving problem-driven algorithms with low computational cost. A general introduction of MM is presented, including a description of the basic principle and its convergence results. ...
One result of this combined specificity has been a proliferation in the number of computational algorithms designed to solve fairly narrow classes of optimization problems involving objective functions that are not everywhere continuously differentiable. In this paper, we propose a general class of ...
In this paper, we study the global convergence of majorization minimization (MM) algorithms for solving nonconvex regularized optimization problems. MM algorithms have received great attention in machine learning. However, when applied to nonconvex optimization problems, the convergence of MM algorithms ...
【2】Ying Sun and Daniel P. Palomar. Majorization-Minimization Algorithm: Theory andApplications[slides]. 2015,HongKong. (Available at:http://www.ece.ust.hk/~palomar/ELEC5470_lectures/11/slides_MM_algorithms.pdf) 【3】Lange, K., Hunter, D.R., Yang, I..OptimizationTransfer Using Surrogate ...
【2】Ying Sun and Daniel P. Palomar. Majorization-Minimization Algorithm: Theory andApplications[slides]. 2015,HongKong. (Available at:http://www.ece.ust.hk/~palomar/ELEC5470_lectures/11/slides_MM_algorithms.pdf) 【3】Lange, K., Hunter, D.R., Yang, I..OptimizationTransfer Using Surrogate ...