0
$\begingroup$

I have implemented a Least Squares Optimization with L1-Norm Regularization for the problem.A link to such algorithms is https://www.cs.ubc.ca/~schmidtm/Documents/2005_Notes_Lasso.pdf

The paper discuss the problem of solving: minimize $(norm(A*x-b)+norm(x,1))$

How can we solve the problem if the matrix $A$ and vector $b$ is complex numbers? In other words is the minimization problem different for complex numbers? How can we change the procedure for complex numbers?

  • 0
    Replace $x$ with $ x+ iy$ and optimize over $x$ and $y$. – 2017-01-25
  • 0
    @LinAlg so if we consider real and imaginary part as two different variable,both should converse? – 2017-01-25
  • 0
    What do you mean by converse? Also see my answer [here](http://math.stackexchange.com/questions/2079610/solving-ell-1-regularized-least-squares-over-complex-domain). – 2017-01-25

0 Answers 0