Living on the Edge: A Geometric Theory of Phase Transitions in Convex Optimization
Living on the Edge: A Geometric Theory of Phase Transitions in Convex Optimization
Recent empirical research indicates that many convex optimization problems with random constraints exhibit a phase transition as the number of constraints increases.For example, this phenomenon emerges in the 1 minimization method for identifying a sparse vector from random linear samples.Indeed, this approach succeeds with high probability when the number of …