图 书 馆
随机凸程序的边缘相变生存Living on the Edge - Phase Transitions in Random Convex Programs |
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| 课程网址: | http://videolectures.net/roks2013_tropp_optimization/ |
| 主讲教师: | Joel Tropp |
| 开课单位: | 加州理工学院 |
| 开课时间: | 2013-08-26 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | Recent empirical research indicates that many convex optimization problems with random constraints exhibit a phase transition as the number of constraints increases. For example, this phenomenon emerges in the l1 minimization method for identifying a sparse vector from random linear samples. Indeed, this approach succeeds with high probability when the number of samples exceeds a threshold that depends on the sparsity level; otherwise, it fails with high probability. This talk summarizes a rigorous analysis that explains why phase transitions are ubiquitous in random convex optimization problems. It also describes tools for making reliable predictions about the quantitative aspects of the transition, including the location and the width of the transition region. These techniques apply to regularized linear inverse problems with random measurements, to demixing problems under a random incoherence model, and also to cone programs with random affine constraints. Joint work with D. Amelunxen, M. Lotz, and M. B. McCoy |
| 关 键 词: | 约束数量; 凸优化问题; 随机仿射 |
| 课程来源: | 视频讲座网 |
| 数据采集: | 2022-11-29：chenjy |
| 最后编审: | 2022-11-29：chenjy |
| 阅读次数: | 36 |