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Results tagged with non-convex-optimization
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user 5963
3
votes
Non-convex quadratic optimization
Here is an approach which may get you good results but for which I have no guarantees.
Letting $Q = qq^T$ you can rewrite your constraints as $-t_i \leq \text{Trace}(M_iQ)\leq t_i$. Requiring $Q$ to …
- 8,501
22
votes
Is all non-convex optimization heuristic?
I think you will be interested in the work of Parrilo, Lasserre, Putinar, Sturmfels, Nie, Helton, etc., on sums-of-squares and moment methods for polynomial optimization. They look at principled ways …
- 8,501