Type: Seminar

Distribution: World

Expiry: 10 Dec 2013

CalTitle1: AGR Seminar: An approach to solving decomposable optimization problems with coupling constraints

Auth: mathas@napubl.karlin.mff.cuni.cz in SMS-auth

**Host venue**

University of South Australia

**Abstract**

We consider a problem of minimising \(f_1(x)+f_2(y)\) over \(x\in X\subset\Bbb{R}^n\) and \(y\in Y\subseteq\Bbb{R}^m\) subject to a number of extra coupling constraints of the form \(g_1(x)g_2(y)\ge0\). Due to these constraints, the problem may have a large number of local minima. For any feasible combination of signs of \(g_1(x)\) and \(g_2(y)\), the coupled problem is decomposable, and the resulting two problems are assumed to be easily solved. An approach to solving the coupled problem is presented. We apply it to solving coupled monotonic regression problems arising in experimental psychology.

Co-authors: John C. Dunn and Mike Kalish

**Seminar convenor**

A/Prof Regina Burachik

**AGR technical support**

Richard Rawinski

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If you would like to attend this seminar in our access grid room then please book the access grid room referring to this scnews item. Please liaise with the host institution to make any necessary arrangements and then send an email to accessgridroom@maths.usyd.edu.au to let the CSOs know of any special requirements for the seminar.