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Nonlinear objectives, nonlinear constraints, non-convex objective, non-convex feasible region.
2
votes
1
answer
105
views
Convergence of a stochastic sequence?
I am reading this paper related to an algorithm for nonsmooth optimization problems. After many simplifications, I was able to formalize the method as follows: let $\Bbb B $ denote the unit ball in $ …
1
vote
1
answer
1k
views
On solution methods for min-min optimization problems
Closely related (although not equivalent) to minimax optimization problems is the following:
$$\min_{x \in \Omega} \min_{i=1,...,q} f_i (x).$$ Here, $\Omega \subset \Bbb R^n$ and $f_i: \Bbb R^n \to \ …