Questions tagged [numerical-optimization]

Numerical methods for continuous optimization.

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Does this adaptive time-step algorithm have a name?

I'm using a somewhat unconventional technique to iteratively minimize a high-dimensional function $E(\vec\theta)$, and have proposed a simple routine to dynamically adapt its time-step. I am seeking ...
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Can a linear program have strict inequalities?

In all linear programs I have seen so far, the constraints are either of types $=$, $\geq$ or $\leq$. Can we have constraints that are purely $>$ or $<$ types? If so, how do we convert it into ...
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How to explain that one optimization problem formulation gives a faster solution than another?

I have a relaxed convex problem (Conic) that can be expressed using two formulations. When solved using CPLEX, I obtained the same global solution. However, one formulation yielded the global solution ...
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Does converting an inequality constraint to an equality one have any major impact on an optimization solver?

In an optimization problem, I have an inequality constraint, say $\begin{array}{c} {\min\limits_x~} c(x)\\ {s.t.~}g(x)\le 0 \end{array}$ The function $g(x)$ in general is unknown. So, numerical ...
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non-smooth convex optimization

I want to solve an optimization of the form $$\underset{x}{\min}f(x) + g(x),$$ where $f(x)$ is $\mu$-strongly convex and differentiable with a Lipschitz continuous gradient (with Lipschitz constant $L$...
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