# Questions tagged [nonlinear-optimization]

Nonlinear objectives, nonlinear constraints, non-convex objective, non-convex feasible region.

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### Convergence bound for zero-order optimization method

I would like to understand the error bound for a particular zero-order optimization method: (stochastic) difference method. To solve an nonsmooth optimization problem $min_x G(x)$ where $G$ is only a ...
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### Error bound for stohastic gradient descent method

To solve an optimization problem $\min_x G(x)$ using standard stochastic gradient descent method, we let $x_0$ be the initial point and $x_k$ be the $k$-th point such that \begin{equation} x_k = x_{k-...
1 vote
80 views

### optimization over moving domains

Let $A, B$ be Banach spaces, and for any $a\in A$, $B_a\in B$ is a measurable subset. Consider the following optimization problem: $$L(a)=\inf_{b\in B_a}\ell(b),$$ where $\ell(b)$ is a infinite-times ...
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### A dilemma in a lemma regarding Hexagonal Fuzzy approximation of parabolic fuzzy number

I was reading Nayagam & Murugan - Hexagonal fuzzy approximation of fuzzy numbers and its applications in MCDM paper regarding hexagonal fuzzy approximation. In that, the statement of Lemma 3.1 and ...
1 vote
156 views

### Does the value function of a quadratic program stay convex when adding constraints?

I am interested in the value function of a quadratic program of the form $$v(y)=\min_x \frac{1}{2} x^\top Q(y) x,$$ subject to a linear equality constraint $$E(y)x=d(y),$$ and a linear inequality ...
1 vote
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### Computational comparison in solving two optimization problems

Can I get some inputs on whether the following two optimization problems are computationally the same, or one of the problems is easier to solve computationally than the other, such as, finding their ...
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### How to solve mckp (multiple-choice knapsack problem) problem with non-linear constraint

How to solve the below optimization problem? $P$ is a probability matrix, $0\le P_{ij}\le 1$. Are there any developed tools to solve this? Thanks a lot. \begin{equation*} \begin{aligned} &\...
52 views