• Speaker: Oleg Burdakov, Linkoping University
  • Title: An approach to solving decomposable optimization problems with coupling constraints
  • Location: Room V205, Mathematics Building (Callaghan Campus) The University of Newcastle
  • Access Grid Venue: UniSA
  • Time and Date: 3:00 pm, Tue, 10th Dec 2013
  • Abstract:

    We consider a problem of minimising $f_1(x)+f_2(y)$ over $x \in X \subseteq R^n$ and $y \in Y \subseteq R^m$ subject to a number of extra coupling constraints of the form $g_1(x) g_2(y) \geq 0$. 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.

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