Hi, I tried to use the following formula seen in the course but I’m not able to obtain the correct answer for the problem. Furthermore I don’t understand where the formula in the solutions come from. Thanks for the help
The formula that you posed is for l2-norm constraint, and here in the problem it is l1-constraint. In the following page (page 7) of the lecture pdf there's a small question about the l1-constraint ;)
The formula in the solution \(g(x+\delta) = g(x) + \delta^\top \nabla_x g(x)\) is taylor expansion to the first order, and in the description of the problem there's the assumption that \(g\) is locally linear ;)
Question 8 exam 2019
Hi, I tried to use the following formula seen in the course but I’m not able to obtain the correct answer for the problem. Furthermore I don’t understand where the formula in the solutions come from. Thanks for the help
The formula that you posed is for l2-norm constraint, and here in the problem it is l1-constraint. In the following page (page 7) of the lecture pdf there's a small question about the l1-constraint ;)
The formula in the solution \(g(x+\delta) = g(x) + \delta^\top \nabla_x g(x)\) is taylor expansion to the first order, and in the description of the problem there's the assumption that \(g\) is locally linear ;)
2
Thank you !
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