Lecture 15: Recap: Example: Minimum Cardinality Problem

All right, I think this means we are on. There is no good way in this room to know if you are – when the lecture starts. Okay, well, we are down to a skeleton crew here, mostly because it’s too hot outside. So we’ll continue with L_1 methods today. So last time we saw the basic idea. The most – the simplest idea is this. If you want to minimize the cardinality of X, find the sparsest vector X that’s in a convex set, the simplest heuristic – and actually, today, we’ll see lots of variations on it that are more sophisticated. But the simplest one, by far, is simply to minimize the one norm of X subject to X and Z. ... See the whole transcript at [[http://see.stanford.edu/materials/lsocoee364b/transcripts/ConvexOptimizationII-Lecture15.pdf|Convex Optimization II - Lecture 15]]