# Questions tagged [nonconvex]

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### Calculating a submanifold of minimal values

I have a (numerical, noisy) function $f$ that I'd like to optimize (in 3 < dimension < 10). The function $f$ has a fairly prominent valley/ravine structure due to physical symmetries present in ...
81 views

### Efficient solver of a Integer programming

I am solving an Integer programming using MATLAB, yet the efficiency is low. Here is the problem: Suppose $v$ is a $N \times 1$ vector. For $v_i \in v$, $v_i \in \{0,1\}$. $D$ is a 0-1 matrix, which ...
• 21
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### Black box optimization

I have a simulation which gives a scalar result depending on the choice of some continuous design variables. I am trying to minimize the output of the simulation. As a first step, I want to study the ...
42 views

### Convergence of Truncated Newton for non-convex Hessian

I was wondering if anyone could enlighten me about the convergence properties of the truncated newton method in case of a non-positive definite hessian $\nabla^2 f = H$. From the Book 'Numerical ...
136 views

### Proving convexity of Frobenius norm and correlation function formulations of an optimization problem

I have been working on formulating my requirements in the form of an optimization problem in a multi-output regression setting. Firstly, I would like to make the variables I used in the problem and ...
• 21
1 vote
79 views

### Ramp least squares estimation

With some given $s$ value, let \begin{aligned} h(\beta)&=\min(\sum_{i=1}^n(Y_i - X_i\beta)^2, s)\\ &=\sum_{i=1}^n(Y_i - X_i\beta)^2-\max(0, \sum_{i=1}^n(Y_i - X_i\beta)...
• 173
1 vote