Supplementary Material for Safe Subspace Screening for Nuclear Norm Regularized Least Squares Problems
نویسندگان
چکیده
Here, we give the detailed derivation of the dual problem of Eq. (2). First, we rewrite it as the following equivalent constrained optimization problem min 1 2 Z 2 F + λ W * s.t. Z = XW − Y (S1) Let us introduce the dual variable λP ∈ R n×m for the equality constraint, then the Lagrangian of Eq. (S1) can be written as L
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تاریخ انتشار 2015