Timeline for Optimization problem with non linear objective and non linear constraint (or upper bounding)
Current License: CC BY-SA 3.0
9 events
| when toggle format | what | by | license | comment | |
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| Aug 10, 2017 at 14:59 | history | edited | geo.wolfer |
add a tag
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| Aug 10, 2017 at 12:19 | comment | added | geo.wolfer | @YoavKallus . Made an attempt following your outline, but I have trouble ruling out some of the possible cases and using the Lagrangian with the L1 norm. | |
| Aug 10, 2017 at 12:15 | history | edited | geo.wolfer | CC BY-SA 3.0 |
made an attempt at solving the problem
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| Jul 31, 2017 at 19:49 | comment | added | geo.wolfer | You are right there was a typo, and delta is meant to be the simplex. Thank you for the outline Yoav Kallus | |
| Jul 31, 2017 at 19:46 | history | edited | geo.wolfer | CC BY-SA 3.0 |
edited body
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| Jul 31, 2017 at 18:48 | comment | added | Yoav Kallus | @PaataIvanisvili I understood it to be the simplex $\{\alpha:\alpha_i\ge 0, \sum_i\alpha_i = 1\}$. I think $n$ in $\Delta^{n-1}$ is meant to be $d$. | |
| Jul 31, 2017 at 17:51 | comment | added | Paata Ivanishvili | What is $\Delta$? | |
| Jul 31, 2017 at 16:41 | comment | added | Yoav Kallus | By the method of Lagrange multipliers I think you get that all $\alpha_i>1/d$ have the same value and all $\alpha_i<1/d$ have the same value. Fixing how many coordinates are in each of the cases fixes those values. It remains to optimize over these counts. | |
| Jul 31, 2017 at 15:12 | history | asked | geo.wolfer | CC BY-SA 3.0 |