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).

4 questions with no upvoted or accepted answers
Filter by
Sorted by
Tagged with
2 votes
0 answers
161 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 ...
cfp's user avatar
  • 259
2 votes
0 answers
38 views

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
1 vote
0 answers
24 views

Optimization under cardinality constraint

When we consider the following optimization problem: \begin{equation}\label{P}\tag{P} \begin{array}{ll} \displaystyle\min_{x \in \mathbb{R}^n} & f(x) \\ \text{s.t.} & Ax = b,~ x \geq 0, \\ &...
Optimization Online's user avatar
0 votes
0 answers
39 views

Scaling of objective function changes convergence

I am trying to solve a nonlinear program using the global optimization solver BARON. The problem has roughly 2e4 variables and also several thousand equality and inequality constraints. Being aware of ...
jamieil's user avatar