Timeline for minimization of a function when the feasible set is an unbounded cone
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Mar 26, 2013 at 7:38 | comment | added | George | You are right, I haven't given all details. My problem is [ \min_{x\in\mathbb R^n}f(x) ] subject to [ g(x,t)=x_1g_1(t)+\cdots+x_ng_n(t)\geq 0,\quad t∈T ] where $f$ is a strictly convex function with a unique (unconstrained) minimum and all $g_j$ are continuously differentiable and strictly positive on a noncompact set $T\subseteq \mathbb R^p$. Moreover, it is always possible after minimization with respect to a finite number of constraints to locate a new $t$ for which the corresponding constraint is violated and hence it is added to the next finite set of constraints. | |
| 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 | history | answered | Brian Borchers | CC BY-SA 3.0 |