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Apr 29, 2023 at 17:41 answer added Joseph Van Name timeline score: 0
S Apr 27, 2017 at 13:30 history edited David Handelman CC BY-SA 3.0
Edited the title, formatting; grammar (could be improved more, but I'm not sure what is intended)
S Apr 27, 2017 at 13:30 history suggested Rodrigo de Azevedo CC BY-SA 3.0
Edited the title, formatting
Apr 27, 2017 at 12:40 review Suggested edits
S Apr 27, 2017 at 13:30
Apr 6, 2017 at 21:51 vote accept Pascal
Apr 6, 2017 at 21:51
Apr 5, 2017 at 2:20 answer added Rodrigo de Azevedo timeline score: 3
Apr 4, 2017 at 22:34 comment added Suvrit Well, your problem is essentially equivalent to D-optimal design, so if you search the literature for that, you'll find many ideas, including convex relaxations, greedy etc. solutions and the like!
Apr 4, 2017 at 22:29 comment added Pascal @Suvrit: Nice! I read that slides of that PhD thesis. It indeed has valuable information that I am looking for; looks like the author can reformulate the problem as a SOCP. However, that is for continuous variables in [0,1]. I am now thinking about how to reasonably "map" them back to discrete variables.
Apr 4, 2017 at 15:00 comment added Suvrit Sorry, i meant $N<n$ :-) because $N>n$ is not achievable under the integer constraints! Have a look at Sagnol's PhD thesis for some hints: zib.de/sagnol
Apr 4, 2017 at 14:28 history edited Pascal CC BY-SA 3.0
added 20 characters in body
Apr 4, 2017 at 13:36 comment added Pascal @RobertIsrael. Thanks for replying. Well, as I mentioned, I am looking for some "deterministic" optimization algorithm except 'random search' type method like GA, PSO, TABU, etc. A reason is: even a 'deterministic' algorithm can give only sub-optimal as well, however, its run time is estimable/deterministic not like 'random search' type method, sometimes you may get luck; sometimes it runs too long. In addition, all W_i matrices are given symmetric real positive semi-definite, that is why I doubt there might exist some beautiful algorithm to handle it. Thanks.
Apr 4, 2017 at 13:32 comment added Pascal @Suvrit, thanks for replying. I forgot to mention that N is strictly much less than n due to my problem background. I have a glance at the set function optimization as you mentioned, not understanding too much but I will keep reading. Thanks.
Apr 4, 2017 at 13:28 history edited Pascal CC BY-SA 3.0
added 109 characters in body
S Apr 4, 2017 at 12:22 history suggested Rodrigo de Azevedo CC BY-SA 3.0
Minor improvements
Apr 4, 2017 at 11:55 review Suggested edits
S Apr 4, 2017 at 12:22
Apr 4, 2017 at 7:06 comment added Robert Israel I would try tabu search or simulated annealing. But I suspect (depending on the choice of the matrices) this could be a very hard problem.
S Apr 4, 2017 at 3:07 history suggested Konstantinos Kanakoglou CC BY-SA 3.0
tex delimiters added
Apr 4, 2017 at 2:58 comment added Suvrit seems like a good candidate for a greedy method (of course, here $N>n$, otherwise $z_i=1$ for all $i$ would be a valid solution)....you may benefit from searching the literature on greedy optimization of set functions.
Apr 4, 2017 at 2:32 review Suggested edits
S Apr 4, 2017 at 3:07
Apr 4, 2017 at 2:26 history edited Pascal CC BY-SA 3.0
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Apr 4, 2017 at 2:10 review Close votes
Apr 4, 2017 at 10:47
Apr 4, 2017 at 1:51 review First posts
Apr 4, 2017 at 4:04
Apr 4, 2017 at 1:51 history asked Pascal CC BY-SA 3.0