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Deriving Block Soft Threshold from $ {L}_{2} $ Norm (Prox Operator)

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#normed-spaces #convex-optimization #subgradient
340
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Dual subgradient method - no analytical relation between primal and dual variables.

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#convex-optimization #lagrange-multiplier #duality-theorems #subgradient
222
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The Sub Differnetial of the Induced $ {L}_{1} $ Matrix Norm and the $ {L}_{2} $ Norm of a Vector

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#linear-algebra #matrices #convex-analysis #convex-optimization #subgradient
4.9k
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How to calculate set of subgradients

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#calculus #derivatives #optimization #convex-analysis #subgradient
286
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What is the definition of subgradient in words?

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#definition #subgradient
718
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What non-differentiable functions have subgradient?

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#convex-optimization #subgradient
114
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Consecutive Proximal Projections as a Solution to Sum of Many Functions Each with Known Proximal Operator

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#convex-optimization #convex-cone #subgradient #proximal-operators #nuclear-norm
744
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Subgradient of nuclear norm

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#linear-algebra #matrices #matrix-calculus #subgradient #nuclear-norm
173
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Finding gradient descent of soft-margin multiclass SVM with different conditions

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#optimization #machine-learning #gradient-descent #subgradient
2.8k
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Sum of subgradients belongs to subgradient of sums?

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#calculus #continuity #convex-optimization #subgradient
244
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The Sub Gradient of One Dimensional Least Absolute Difference (LAD)

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#convex-optimization #machine-learning #subgradient #bisection
63
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Set of subgradients at the intersection of k hyperplanes

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#polytopes #convex-geometry #subgradient
61
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Subgradient of projection distance function

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#optimization #convex-optimization #subgradient
42
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Optimality check for non-differentiable convex function

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#optimization #convex-analysis #subgradient #non-smooth-analysis #non-smooth-optimization
38
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Show that $\langle y^1 - y^2 , x^1 - x^2 \rangle \geq 0 $

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#functions #convex-analysis #subgradient

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