April 2015
Intermediate to advanced
1062 pages
40h 35m
English
So far, we have discussed the steepest descent and Newton’s method for optimization. We will conclude the discussion with a third method, which can also be seen as a member of the steepest descent family of methods. Instead of the Euclidean and quadratic norms, let us consider the following minimization task for obtaining the normalized descent direction,
(6.57)
(6.58)
where ||⋅||1 denotes the ℓ1 norm, defined as
Most of Chapter 9 ...