iheartla / Iheartla.github.io

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[convex_optimization_276] I❤️LA translation is not as generic as the source #1

Open pressureless opened 3 years ago

pressureless commented 3 years ago

Create by @alecjacobson :

In the source, the number of rows of each A_i,b_i pair is variable (m_i). In our translation, we're enforcing that these are all the same m.

Ideally we'd support this with something like:

given
A_i ∈ ℝ^(m_i × n)  
b_i ∈ ℝ^(m_i)
`x₀` ∈ ℝ^n  

min_(x ∈ ℝ^n) ∑_i ‖A_i x + b_i‖ + (1/2)‖x-`x₀`‖²
pressureless commented 3 years ago

Would be fixed if proposal in pressureless/linear_algebra#74 is accepted and implemented.