complex value constraint
in [Matlab]
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From: AB on 30 Mar 2010 05:08 Hi, I need some help on how to enforce the complex value constraint into contrast function and take the derivative of it for gradient descent optimization. My constraint is somehow look like this; Jc=|| W- H ||^2 _F (frob norm) and my contrast function is using the Jw=E{G(y)^2} (y=w'x) So, the main contrast function will become Jm=Jw + lambda*Jc and the update for w using GD method w+1=w- u*delta(w) The problem is when i tried to take the derivative of GD then how could I consider the phase change in the constraint? Sorry if it confusing you all. By the way, any suggetion is really appreciated. Cheers, AB
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