Questions tagged [convex-optimization]
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50 questions
2 votes
0 answers
51 views
Can Bayesian methods explain probabilistic and geometric shaping for the multinomial channel?
Simpler case In a binomial channel, inputs $X= \left [ x_{1}, x_{2} \right ]$ represent probabilities of $\left [ {\rm failure}, {\rm success} \right ]$ in $n$ trials, with output $Y\in\left\{ 0, 1, \...
- 87
2 votes
2 answers
120 views
Fit Data Samples with a Robust Fit
I have a data from a sensor which the connection model of $x$ and $y$ is known: For instance, in the case above, the model is linear. The issue is how to handle outliers. Specifically when there are ...
- 21k
1 vote
1 answer
141 views
Using MATLAB's `fmincon()` Solver for Linear Optimization Problem
If I have a linear optimization problem to be solved, is it correct to use the FMINCON SOLVER? If not, why?
- 13
1 vote
1 answer
116 views
Consistent reconstruction of image from partial images
I am given a set of $N = 649$ color PNG images, each of size $W \times H \times 3 = 586 \times 689 \times 3$. The corresponding pixels in each image represent the same object. Many of the pixels in ...
- 263
3 votes
1 answer
144 views
Solving regularized least squares problem using black-box computation of $\mathbf{A}\mathbf{x}$ and $\mathbf{A}^T\mathbf{x}$
Let $\mathbf{A} \in \mathbb{R}^{n \times n}$. I'm working in a problem where I have a black-box algorithmic solution to compute the products $\mathbf{A}\mathbf{x}$ and $\mathbf{A}^T \mathbf{x}$ given ...
- 113
2 votes
0 answers
54 views
constructing a weighted penalty function as function of position for elastic net
I am solving a "special" elastic net like regularized least squares problem $$ \arg \min_{\boldsymbol{x}} \frac{1}{2} {\left\| A \boldsymbol{x} - \boldsymbol{y} \right\|}_2 + \lambda_1 {\...
- 588
5 votes
1 answer
328 views
Solving a Weighted Basis Pursuit Denoising Problem (BPDN) with MATLAB / CVX
Following up from an answer by @Royi on adding weights to BPDN problem , I would like to use CVX to test this approach. How can we formulate in CVX the regularized LS L1 norm with weights given by a ...
- 588
0 votes
1 answer
158 views
How Could One Accelerate the Convergence of the Least Mean Squares (LMS) Filter?
How can the convergence of an LMS filter be accelerated? Can we do better than the Vanilla algorithm?
- 417