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@@ -27,14 +27,16 @@ $$
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## 11.13
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$$\boldsymbol x_{\boldsymbol k+\boldsymbol 1}=\underset{\boldsymbol x}{argmin}\frac{L}{2}\left \| \boldsymbol x -\boldsymbol z\right \|_{2}^{2}+\lambda \left \| \boldsymbol x \right \|_{1}$$
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[推导]:假设目标函数为$g(\boldsymbol x)$,则
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+$$
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\begin{aligned}
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g(\boldsymbol x)
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& =\frac{L}{2}\left \|\boldsymbol x \boldsymbol -\boldsymbol z\right \|_{2}^{2}+\lambda \left \| \boldsymbol x \right \|_{1}\\
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& =\frac{L}{2}\sum_{i=1}^{d}\left \| x^{i} -z^{i}\right \|_{2}^{2}+\lambda \sum_{i=1}^{d}\left \| x^{i} \right \|_{1} \\
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& =\sum_{i=1}^{d}(\frac{L}{2}(x^{i}-z^{i})^{2}+\lambda \left | x^{i}\right |)&
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\end{aligned}
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+$$
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由上式可见, $g(\boldsymbol x)$可以拆成 d个独立的函 数,求解式(11.13)可以分别求解d个独立的目标函数。
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-针对目标函数$g(x^{i})$$=\frac{L}{2}(x^{i}-z^{i})^{2}+\lambda \left | x^{i}\right |$,通过求导求解极值:
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+针对目标函数$g(x^{i})=\frac{L}{2}(x^{i}-z^{i})^{2}+\lambda \left | x^{i}\right |$,通过求导求解极值:
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$$\frac{dg(x^{i})}{dx^{i}}=L(x^{i}-z^{i})+\lambda sgn(x^{i})$$
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其中$$sgn(x^{i})=\left\{\begin{matrix}
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1, &x^{i}>0\\
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