 CARMA OANT SEMINAR
 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, 10^{th} 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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