论文标题
关于解决方案不等式和线性平等约束优化问题的简短说明
A short note on solving box inequality and linear equality constrained optimization problem
论文作者
论文摘要
本文讨论了一种特殊的凸限制优化问题,其约束由框的不等式和线性平等组成。对于这个问题,除了一般优化算法(例如精确的惩罚算法和内部点算法)之外,还有一种简单的迭代算法,易于实现,这是机器学习从业人员的青睐。
This paper discusses a special kind of convex constrained optimization problem, whose constraints consist of box inequalities and linear equalities. For this problem, in addition to general optimization algorithms such as exact penalty algorithm and interior point algorithm, there is a simple iterative algorithm that is simple to implement, which is favored by machine learning practitioners.