Timeline for Find $\min \sum_{1\le i\le n} x_i\mathbf{z}^T\mathbf{A}\mathbf{y}_i +\mathbf{b}^T\mathbf{x} +\cdots$
Current License: CC BY-SA 3.0
7 events
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| Apr 13, 2017 at 12:53 | history | edited | CommunityBot |
replaced http://scicomp.stackexchange.com/ with https://scicomp.stackexchange.com/
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| May 22, 2015 at 11:06 | vote | accept | f10w | ||
| May 20, 2015 at 22:03 | answer | added | f10w | timeline score: 3 | |
| May 20, 2015 at 20:07 | comment | added | f10w | @jf328: Thanks. I was about to post a solution with a similar idea (somehow fixing $x$). | |
| May 20, 2015 at 15:56 | comment | added | jf328 | For a fixed $x$ vector, minimise $g(Y,z) = f(x_0, Y, z)$ is a bilinear optimisation problem. I don't have experience in bilinear opt, but they are nonconvex... google search might give you some idea. Once you can optimise $g$, you can use any derivative free method for $x$ | |
| May 20, 2015 at 12:04 | history | edited | f10w | CC BY-SA 3.0 |
edited body
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| May 13, 2015 at 17:25 | history | asked | f10w | CC BY-SA 3.0 |