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Results tagged with nonlinear-optimization
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user 86142
Nonlinear objectives, nonlinear constraints, non-convex objective, non-convex feasible region.
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Integrals can sometimes be computed through their saddle points. Are there examples of conve...
Under some reasonable assumptions integrals with large exponents can often be computed via saddle point approximations, e.g.
$$\int e^{-\lambda f(x)}\approx e^{-\lambda f(x_0)},\qquad \lambda\to\infty …
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