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Results tagged with oc.optimization-and-control
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user 478686
Operations research, linear programming, control theory, systems theory, optimal control, game theory
1
vote
Can we substitute this KKT condition into this optimization problem to reformulate the optim...
Suppose you have the optimization problem
$$ \min_{x,y} f(x,y),\quad (x,y)\in X\subset\mathbb{R}^n\times \mathbb{R}^m \tag{1} $$
Suppose also that the function $f$ is continuous and differentiable, wh …
- 241
2
votes
The ODE modeling for gradient descent with decreasing step sizes
I intend to give some glimpses, like this one.
Let us consider the minimization problem
$$g({\bf a})=\min_{\textbf{x}\in A}{g(\textbf{x})}$$ to some continuously differentiable function $\textbf{g}:A\ …
- 241