Content deleted Content added
←Created page with '== Introduction == [http://en.wikipedia.org/wiki/Convex_optimization Convex Optimization] is a sub field of Optimization which can produce reliable solutions an...' |
No edit summary |
||
Line 10:
where <math>f_1, f_2, ..., f_n </math> are convex functions defined from <math>f: \mathbb{R}^N \rightarrow \mathbb{R} </math>
where some of the functions are non-differentiable, this
[http://en.wikipedia.org/wiki/Gradient_descent Steepest decent method], [http://en.wikipedia.org/wiki/Conjugate_gradient_method conjugate gradient method] etc. The class of algorithms which can solve above optimization problem. These methods proceed by splitting,
in that the functions <math>f_1, . . . , f_n</math> are used individually so as to yield an easily implementable algorithm.
| |||