<div dir="ltr"><div dir="ltr">On Tue, Feb 25, 2020 at 12:23 PM Sajid Ali <<a href="mailto:sajidsyed2021@u.northwestern.edu">sajidsyed2021@u.northwestern.edu</a>> wrote:<br></div><div class="gmail_quote"><blockquote class="gmail_quote" style="margin:0px 0px 0px 0.8ex;border-left:1px solid rgb(204,204,204);padding-left:1ex"><div dir="ltr"><div><div dir="ltr">Hi Hong, <br><br></div><div>Thanks for the explanation! <br><br></div><div>If I have a cost function consisting of an L2 norm of the difference of a TS-solution and some reference along with some constraints (say bounds, L1-sparsity, total variation etc), would I provide a routine for gradient evaluation of only the L2 norm (where TAO would take care of the constraints) or do I also have to take the constraints into account (since I'd also have to differentiate the regularizers) ? <br></div></div></div></blockquote><div><br></div><div>We want to have a framework for this separable case. The ADMM implementation that was recently merged is a step in this direction.</div><div>See Alp's talk from SIAM PP 2020.</div><div><br></div><div> Thanks,</div><div><br></div><div> Matt</div><div> </div><blockquote class="gmail_quote" style="margin:0px 0px 0px 0.8ex;border-left:1px solid rgb(204,204,204);padding-left:1ex"><div dir="ltr"><div><div></div></div>Thank You, <br><div><div dir="ltr"><div dir="ltr"><div><div dir="ltr"><div><div dir="ltr"><div style="font-size:12.8px">Sajid Ali | PhD Candidate<br></div><div style="font-size:12.8px">Applied Physics<br></div><div style="font-size:12.8px">Northwestern University</div><div style="font-size:12.8px"><a href="http://s-sajid-ali.github.io" target="_blank">s-sajid-ali.github.io</a></div></div></div></div></div></div></div></div></div>
</blockquote></div><br clear="all"><div><br></div>-- <br><div dir="ltr" class="gmail_signature"><div dir="ltr"><div><div dir="ltr"><div><div dir="ltr"><div>What most experimenters take for granted before they begin their experiments is infinitely more interesting than any results to which their experiments lead.<br>-- Norbert Wiener</div><div><br></div><div><a href="http://www.cse.buffalo.edu/~knepley/" target="_blank">https://www.cse.buffalo.edu/~knepley/</a><br></div></div></div></div></div></div></div></div>