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@@ -154,22 +154,22 @@ $$
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$$
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其中
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$$
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-\operatorname{sgn}\left(x^{i}\right)=\left\{\begin{array}{ll}
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+\operatorname{sign}\left(x^{i}\right)=\left\{\begin{array}{ll}
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{1,} & {x^{i}>0} \\
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{-1,} & {x^{i}<0}
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\end{array}\right.
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$$
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-称为[符号函数](https://zh.wikipedia.org/zh-hans/符号函数),对于$x_i=0$的特殊情况,由于$\vert x_i \vert$在$x_i=0$点出不光滑,所以其不可导,需单独讨论。令$\frac{d g\left(x^{i}\right)}{d x^{i}}=0$有
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+称为[符号函数](https://en.wikipedia.org/wiki/Sign_function),对于$x_i=0$的特殊情况,由于$\vert x_i \vert$在$x_i=0$点出不光滑,所以其不可导,需单独讨论。令$\frac{d g\left(x^{i}\right)}{d x^{i}}=0$有
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$$
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-x^{i}=z^{i}-\frac{\lambda}{L} \operatorname{sgn}\left(x^{i}\right)
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+x^{i}=z^{i}-\frac{\lambda}{L} \operatorname{sign}\left(x^{i}\right)
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$$
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此式的解即为优化目标$g(x^i)$的极值点,因为等式两端均含有未知变量$x^i$,故分情况讨论。
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1. 当$z^i>\frac{\lambda}{L}$时:
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- a. 假设$x^i<0$,则$\textrm{sgn}(x^i)=-1$,那么有$x^i=z^i+\frac{\lambda}{L}>0$与假设矛盾;
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+ a. 假设$x^i<0$,则$\operatorname{sign}(x^i)=-1$,那么有$x^i=z^i+\frac{\lambda}{L}>0$与假设矛盾;
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- b. 假设$x^i>0$,则$\textrm{sgn}(x^i)=1$,那么有$x^i=z^i-\frac{\lambda}{L}<0$和假设相符和,下面来检验$x^i=z^i-\frac{\lambda}{L}$是否是使函数$g(x^i)$的取得最小值。当$x^i<0$时,
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+ b. 假设$x^i>0$,则$\operatorname{sign}(x^i)=1$,那么有$x^i=z^i-\frac{\lambda}{L}<0$和假设相符和,下面来检验$x^i=z^i-\frac{\lambda}{L}$是否是使函数$g(x^i)$的取得最小值。当$x^i<0$时,
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$$
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\frac{d g\left(x^{i}\right)}{d x^{i}}=L\left(x^{i}-z^{i}\right)-\lambda
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$$
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@@ -181,15 +181,15 @@ $$
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2. 当$z_i<-\frac{\lambda}{L}$时:
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- a. 假设$x^i>0$,则$\textrm{sgn}(x^i)=1$,那么有$x^i=z^i-\frac{\lambda}{L}<0$与假设矛盾;
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+ a. 假设$x^i>0$,则$\operatorname{sign}(x^i)=1$,那么有$x^i=z^i-\frac{\lambda}{L}<0$与假设矛盾;
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- b. 假设$x^i<0$,则$\textrm{sgn}(x^i)=-1$,那么有$x^i=z^i+\frac{\lambda}{L}<0$与假设相符,由上述二阶导数恒大于0可知,$x^i=z^i+\frac{\lambda}{L}$是$g(x^i)$的最小值。
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+ b. 假设$x^i<0$,则$\operatorname{sign}(x^i)=-1$,那么有$x^i=z^i+\frac{\lambda}{L}<0$与假设相符,由上述二阶导数恒大于0可知,$x^i=z^i+\frac{\lambda}{L}$是$g(x^i)$的最小值。
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3. 当$-\frac{\lambda}{L} \leqslant z_i \leqslant \frac{\lambda}{L}$时:
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- a. 假设$x^i>0$,则$\textrm{sgn}(x^i)=1$,那么有$x^i=z^i-\frac{\lambda}{L}\leqslant 0$与假设矛盾;
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+ a. 假设$x^i>0$,则$\operatorname{sign}(x^i)=1$,那么有$x^i=z^i-\frac{\lambda}{L}\leqslant 0$与假设矛盾;
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- b. 假设$x^i<0$,则$\textrm{sgn}(x^i)=-1$,那么有$x^i=z^i+\frac{\lambda}{L}\geqslant 0$与假设矛盾。
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+ b. 假设$x^i<0$,则$\operatorname{sign}(x^i)=-1$,那么有$x^i=z^i+\frac{\lambda}{L}\geqslant 0$与假设矛盾。
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4. 最后讨论$x_i=0$的情况,此时$g(x^i)=\frac{L}{2}\left({z^i}\right)^2$
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