Timeline for Convexity of a positive definite objective with min(x,y)-nonlinearity
Current License: CC BY-SA 4.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| May 15, 2021 at 15:06 | comment | added | Mark L. Stone | It's not "close" to being convex. I suppose the goodness of any relaxation depends on the constraints from $g$. Anyhow, if $g$ is linear, the optimization problem can be solved as a Mixed-Integer Linear Programming problem (MILP), by introducing binary variables to handle $\text{min(}x_i,x_j)$ | |
| May 15, 2021 at 14:35 | comment | added | koo | Thank you! I was thinking if there is a way to relax the objective to make it convex optimizable? | |
| May 15, 2021 at 13:30 | vote | accept | koo | ||
| May 15, 2021 at 12:42 | history | answered | Mark L. Stone | CC BY-SA 4.0 |