Regularized Optimization Algorithm

A Regularized Optimization Algorithm is an optimization algorithm that makes use of a regularization term.

• AKA: Regularized Regression Method.
• Context:
  • It can be applied by a Regularized Optimization System (to solve a regularized optimization task).
• Example(s):
  • L1-Regularized Optimization Algorithm.
  • Regularized SGD Algorithm.
  • a LASSO Algorithm.
  • …
• Counter-Example(s):
  • Nonregularized Optimization Algorithm.
• See: Regularized Least-Squares Function Fitting Algorithm.

---

---

References

2009

• (Goldstein & Osher, 2009) ⇒ Tom Goldstein, and Stanley Osher. (2009). “The Split Bregman Method for L1-regularized Problems.” In: SIAM Journal on Imaging Sciences, 2(2).
  • QUOTE: ... The class of L1-regularized optimization problems has received much attention recently because of the introduction of “compressed sensing,” which allows images and signals to be reconstructed from small amounts of data. ...

---