发明申请
- 专利标题: L1 Projections with Box Constraints
- 专利标题(中): L1投影与框限制
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申请号: US12853886申请日: 2010-08-10
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公开(公告)号: US20110191400A1公开(公告)日: 2011-08-04
- 发明人: Mithun Das Gupta , Jing Xiao , Sanjeev Kumar
- 申请人: Mithun Das Gupta , Jing Xiao , Sanjeev Kumar
- 主分类号: G06F17/16
- IPC分类号: G06F17/16 ; G06F15/18
摘要:
Similarities between simplex projection with upper bounds and L1 projection are explored. Criteria for a-priori determination of sequence in which various constraints become active are derived, and this sequence is used to develop efficient algorithms for projecting a vector onto the L1-ball while observing box constraints. Three projection methods are presented. The first projection method performs exact projection in O(n2) worst case complexity, where n is the space dimension. Using a novel criteria for ordering constraints, the second projection method has a worst case complexity of O(n log n). The third projection method is a worst case linear time algorithm having O(n) complexity. The upper bounds defined for the projected entries guide the L1-ball projection to more meaningful predictions.
公开/授权文献
- US08407171B2 Method for constraint optimization under box constraints 公开/授权日:2013-03-26
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