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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 $ …
John D's user avatar
  • 185
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 \ …
John D's user avatar
  • 185