Skip to main content

Questions tagged [global-optimization]

For questions on optimization problems that seek solutions that are globally optimal (in contrast to locally optimal solutions).

2 questions with no upvoted or accepted answers
Filter by
Sorted by
Tagged with
2 votes
0 answers

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 ...
cfp's user avatar
  • 259
2 votes
0 answers

Addressing Variable Multiplication in Constrained Infinity-Norm Maximization with Hypercube & Polyhedron Constraints

I am reaching out to this knowledgeable community for assistance with a complex optimization problem that I have been investigating. Here is the formulation of the problem I'm addressing: $$\tag{1} \...
Diego Fonseca's user avatar