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Tagged with disciplined-convex-programming convex-optimization
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Global optimizers handling minimization of an expression arising from the likelihood of a multivariate normal
I am interested in converting the following optimisation problem into a form that an exponential cone and/or SDP solver such as MOSEK can handle. This is a multivariate version of the question I ...
- 269
2
votes
0
answers
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Regularize for a bang-bang control
I have an optimal control problem with a state vector $\vec x$ and a control vector $\vec u\in[0,1]$.
If I were solving the problem without regularization I would write
$$
\min \lVert \vec x \rVert
$$
...
- 543