SMS scnews item created by Andrew Mathas at Mon 9 Dec 2013 2050
Type: Seminar
Distribution: World
Expiry: 10 Dec 2013
Calendar1: 10 Dec 2013 1500-1600
CalLoc1: AGR Seminar
CalTitle1: AGR Seminar: An approach to solving decomposable optimization problems with coupling constraints
Auth: mathas@napubl.karlin.mff.cuni.cz in SMS-auth

AGR Seminar

An approach to solving decomposable optimization problems with coupling constraints

Oleg Burdakov (Linköping University, Sweden)

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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