Legendre Transformations
· 5 min read
The MM algorithm is an iterative optimization method which exploits the convexity of a function in order to find its maxima or minima. The MM stands for “Majorize-Minimization” or “Minorize-Maximization”, depending on whether the desired optimization is a minimization or a maximization. Despite the name, MM itself is not an algorithm, but a description of how to construct an optimization algorithm.
MM 主要的思想是 非凸函数 太难优化了,我们就构造一个 “ 代理模型 ” ,通过迭代优化该函数达到优化的目的。