Timeline for Software package for constrained optimization?
Current License: CC BY-SA 3.0
18 events
| when toggle format | what | by | license | comment | |
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| Mar 4, 2014 at 4:34 | answer | added | den.run.ai | timeline score: 1 | |
| Dec 12, 2013 at 21:59 | answer | added | BenC | timeline score: 1 | |
| May 9, 2013 at 18:24 | answer | added | John Hedengren | timeline score: 2 | |
| Jan 12, 2012 at 2:45 | answer | added | dmckee --- ex-moderator kitten | timeline score: 1 | |
| Jan 4, 2012 at 18:48 | answer | added | Barron | timeline score: 3 | |
| Jan 3, 2012 at 20:35 | comment | added | Dominique | It may be useful to specify in what language/environment you model the PDEs. It may restrict the choice of optimizers. | |
| Jan 2, 2012 at 20:29 | history | edited | Geoff Oxberry |
edited tags
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| Jan 2, 2012 at 20:01 | vote | accept | Sean Farley | ||
| Jan 2, 2012 at 6:16 | comment | added | Geoff Oxberry | @JedBrown: That makes sense; it was confusing to see "box constraint" mentioned without, well, an explicit box constraint. For the types of problems you're talking about (design problems, control problems), $u$ is definitely more interesting, but optimization problems are typically stated using the $min$ notation, and their solution sets are described using the $\arg \min$ notation. | |
| Jan 2, 2012 at 5:06 | answer | added | Wolfgang Bangerth | timeline score: 4 | |
| Jan 2, 2012 at 0:15 | comment | added | Jed Brown | It's quite common for $f$ to involve $L^1$ or $W^{1,1}$ regularization, so we should not assume two derivatives. | |
| Jan 2, 2012 at 0:15 | comment | added | Jed Brown | $d(u,x) = u$ is one special case, but this more general form is actually common in practice. You can always introduce extra variables if your method can only deal with constraints directly on $u$. We are usually more interested in the value $u$ at which a minimum is attained than in the minimum value of $f$. Sean added the [pde] tag, so you may get some regularity from that. He didn't state whether the system was hyperbolic or not, so let's not assume. Let's not assume that $f$ is convex, since it is often not. | |
| Dec 31, 2011 at 5:57 | comment | added | Geoff Oxberry | The edited version does not look like a box-constrained optimization problem. A box-constrained optimization problem would have $a \leq u \leq b$ as a constraint. Is $u$ supposed to be a function of $x$? Is $c$ linear in $u$? If it's not, is it twice-differentiable? Is $f$ convex in $u$? Is it twice-differentiable in $u$? Finally, $\arg \min_{u}$ denotes the set of points in $u$ at which the minimum value of $f$ is attained. Do you mean $\min_{u}$ instead? | |
| Dec 31, 2011 at 5:26 | history | tweeted | twitter.com/#!/StackSciComp/status/152984046933250048 | ||
| Dec 31, 2011 at 5:05 | history | edited | Jed Brown | CC BY-SA 3.0 |
added 296 characters in body; edited title
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| Dec 30, 2011 at 20:53 | answer | added | Geoff Oxberry | timeline score: 19 | |
| Dec 30, 2011 at 20:21 | answer | added | Jungho Lee | timeline score: 2 | |
| Dec 30, 2011 at 20:18 | history | asked | Sean Farley | CC BY-SA 3.0 |