Questions tagged [global-optimization]
For questions on optimization problems that seek solutions that are globally optimal (in contrast to locally optimal solutions).
3
questions
5
votes
3
answers
615
views
Global Optimization when the exponential function is involved
I wonder if there are methods to determine the global optimum of MINLP problems, when the nonlinear functions involved are only of the form $Z = Y e^{- \alpha X}$, where $Y \ge 0$ and $X \ge 0$.
Are ...
- 2,260
5
votes
2
answers
182
views
Global optimizers handling minimization of expressions like $\log{v}+\frac{1}{v}$
Consider the simple problem of maximum likelihood estimation of the variance of a mean zero normal distribution. The expression to be minimised is:
$$N \log{v}+\frac{1}{v}\sum_{n=1}^N{b_n^2},$$
where $...
- 269
2
votes
0
answers
162
views
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