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comment Monotonic Function Optimization on Convex Constraint Region
@user1952009: "some sort of geodesic problem on the surface of the N-Sphere." Anything more you can say to that point?
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comment Monotonic Function Optimization on Convex Constraint Region
on 1. Is there a theorem that says it has to be on the boundary? I'm assuming that optimizing a linear function on a convex constraint set implies that the optimum appears on the boundary, but is our constraint space actually convex? Apologies if the question is ill-posed, I'm just a bit confused by the dimensionality reduction in the algorithm you suggested. In particular, how it takes advantage of the linearity of our objective function.
Dec
30
comment Monotonic Function Optimization on Convex Constraint Region
Appreciate the answer. So in the event that its maximum constrained to the equality constraint violates one or more of the inequalities (very likely in practice), why is it that the dimension reduction sets each inequality constraint to its lower and upper bound? Also, aren't O(2^nn!) algorithms pretty universally frowned upon?
Dec
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comment Monotonic Function Optimization on Convex Constraint Region
@Justpassingby...uhhh...go on...
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