Abstract
Optimization has been used extensively throughout signal processing in applications including sensor networks and sparsity based compressive sensing. One of the key challenges when implementing iterative optimization algorithms is to choose an appropriate step size for fast algorithms. We pose the problem of choosing step sizes as solving a ski rental problem, a popular class of problems from the computer science literature. This results in a novel algorithm for adaptive step size selection that is agnostic to the choice of the optimization algorithm. Our numerical results show the advantages of using adaptivity for step size selection.
Original language | English (US) |
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Title of host publication | 2013 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2013 - Proceedings |
Pages | 5383-5387 |
Number of pages | 5 |
DOIs | |
State | Published - Oct 18 2013 |
Event | 2013 38th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2013 - Vancouver, BC, Canada Duration: May 26 2013 → May 31 2013 |
Other
Other | 2013 38th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2013 |
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Country/Territory | Canada |
City | Vancouver, BC |
Period | 5/26/13 → 5/31/13 |
Keywords
- sensor networks
- ski rental problem
- sparsity
- step size using adaptivity
ASJC Scopus subject areas
- Signal Processing
- Software
- Electrical and Electronic Engineering