Timeline for minimization of a function when the feasible set is an unbounded cone
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Apr 16, 2014 at 18:13 | comment | added | Cristóbal Guzmán | You can try for each iteration to find a most-violated inequality (this could work e.g. if $g_i$ are strictly convex), and adding that inequality to your constraints. I don't know whether this is theoretically efficient, but at least avoids the problem pointed out by Brian below. | |
| Mar 26, 2013 at 7:20 | vote | accept | George | ||
| Mar 25, 2013 at 16:01 | vote | accept | George | ||
| Mar 26, 2013 at 7:19 | |||||
| Mar 24, 2013 at 4:16 | answer | added | Brian Borchers | timeline score: 1 | |
| Mar 24, 2013 at 1:17 | comment | added | Suvrit | How about the other simple approach: start with some feasible $x_0$. At each step thereafter ensure that $x_k$ lies in the sublevel set defined by $f(x_0)$. So at least no $x_k$ will run off to infinity (though I guess the initial sublevel set must be closed)... | |
| Mar 23, 2013 at 21:42 | history | asked | George | CC BY-SA 3.0 |