Drexel dragonThe Math ForumDonate to the Math Forum



Search All of the Math Forum:

Views expressed in these public forums are not endorsed by Drexel University or The Math Forum.


Math Forum » Discussions » Software » comp.soft-sys.matlab

Topic: Non-strict Convex Optimization
Replies: 13   Last Post: May 4, 2012 9:50 AM

Advanced Search

Back to Topic List Back to Topic List Jump to Tree View Jump to Tree View   Messages: [ Previous | Next ]
Cory

Posts: 33
Registered: 10/4/11
Re: Non-strict Convex Optimization
Posted: May 3, 2012 3:59 PM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

> Then you could redefine f(p,q) over all of C as follows
>
> fnew(p,q)=f(p,q)+prod(b-A*q)


Thanks for this suggestion. Unfortunately, C is not easy to write out in that form. It would have a very large number of vertices which, with dimensions > 2, would lead to far too vast an "A" term for it to be computationally feasible.

C can be described in terms of an optimization process (e.g. I give it "p", the slopes of a hyperplane, and it is easy to determine the corresponding point(s) on C).

Sorry for not being explicit about this earlier, but I was trying to keep my post short.



Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© Drexel University 1994-2014. All Rights Reserved.
The Math Forum is a research and educational enterprise of the Drexel University School of Education.