[SciPy-user] argmin and optimization

Nils Wagner nwagner@iam.uni-stuttgart...
Thu Jul 26 07:37:25 CDT 2007


Alan G Isaac wrote:
> On Thu, 26 Jul 2007, Nils Wagner apparently wrote:
>   
>> I would like to implement an algorithm described by Golub and Liao. 
>> Get the source from here: http://citeseer.ist.psu.edu/638954.html 
>>     
>
>   
>> The central question is the following. How do I implement the operator 
>> P_\Omega(\cdot)  in scipy ? 
>>     
>
>   
>> The definition is as follows (\LaTex notation)
>>     
>
>   
>> P_\Omega(y) = \textrm{argmin}\limits_{x \in \Omega} \|x-y\|_2 \forall \, 
>> y \in \mathds{R}^n 
>>     
>
>   
>> \Omega = \{ x \in \mathds{R}^n | <x,x> \le 1 \}. 
>>     
>
>
> It looks like you are saying:
> get as close to y as possible without leaving the unit 
> sphere.  Is that right?  This is just y if y is in the
> unit sphere and it is y normalized to unit length if
> y is outside the unit sphere.
>
> Please post the code when you finish the algorithm.
>
> Cheers,
> Alan Isaac
>
>
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>   
 Alan,

Your explanation is right. I have submitted the script in my previous email.

Cheers,
                    Nils



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