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Timeline for Rewrite optimization objective

Current License: CC BY-SA 3.0

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Jun 26, 2013 at 12:51 vote accept rodms
Jun 26, 2013 at 3:16 comment added Brian Borchers In computational practice, if $g(x)$ is convex (which it is for your two $g(x)$ functions), and $f(x)$ is a vector norm, then the optimal value of the second problem is a monotone decreasing function of $t$, so you can just increase $t$ until you get a solution with $g(x^{*})=s$.
Jun 26, 2013 at 3:06 history answered Brian Borchers CC BY-SA 3.0