# Tagged Questions

A non-linear optimization problem includes an objective function (to be minimized or maximized) and some number of equality and/or inequality constraints where the objective or some of the constraints are non-linear. Use this tag for questions related to the theory of solving such problems or for ...

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### Convexity of the Pareto front: formal definition

Does anyone have a reference to a formal definition of what convexity of a Pareto front in multiobjective optimisation means? All literature I've seen uses the term without defining it.
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### Convergence rate for such modified method of steepest descent

We consider only the quadratic case. $f(x,y)=\frac{1}{2}x^TQx.$ And suppose we can choose $x_0$ to make $g_0$ in the span of its eigenvectors $e_i$, where $g_k=Qx_k$, being the gradient in each ...
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### Numerical Optimizer Matlab Calibration

I am trying to mimimize the following function in order to calibrate the Libor Market Model $$\sum_{i=1}^{n} \left(\sigma_i^{market}-\sigma_i^{Reb}\left(a,b,c,d,\beta\right)/\sqrt{T_i}\right)^2,$$ ...
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### Minimum bounding rectangle is aligned with the convex hull

To start off, here's the problem I'm trying to solve: Suppose we have a finite collection of points in 2D. We would like to find the minimal bounding rectangle (MBR) for these points. By definition, ...
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### Gradient of the dual function for a nonlinear program

I'm attempting to find a proof for a property from Floudas' Nonlinear and Mixed-Integer Optimization book. Consider a nonlinear optimization problem of the form \begin{align} \min_{{\bf x}}&\quad ...