Nonlinear optimization

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2 Can anyone suggest solution method and answer of following model?
By Mehdi Foumani · University of Tehran

Mehdi Foumani · University of Tehran

Dear Mehmet, You are right. The first constraint, w1=maximum{0,p1-(2ε+4δ+w2)} , can be divided into two linear constraints: w1-p1+(2ε+4δ+w2)>=0 w... [more]

Dear Mehmet, You are right. The first constraint, w1=maximum{0,p1-(2ε+4δ+w2)} , can be divided into two linear constraints: w1-p1+(2ε+4δ+w2)>=0 w1>=0 Thanks.

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Question:
Open Generalized Linear Fractional Program
I am looking for some efficient solution of the problem: min f(x) = max {i=1, ..., r} (C_i^Transpose x + d_i)/(E_i^Transpose x + fi_i) S.t. G x <= h... [more]

I am looking for some efficient solution of the problem: min f(x) = max {i=1, ..., r} (C_i^Transpose x + d_i)/(E_i^Transpose x + fi_i) S.t. G x <= h A x = b which is termed Generalized Linear Fractional Program in Boyd text. Any pointers are appreciated.

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3 Iterated Reweighted Least Squares
By Sergey Ten · STRI

Mark Gurari (Gourari)

Unstability of the LS method is determined of the value of the determinant of a matrix of correlation coefficients. It is strongly dependent of the co... [more]

Unstability of the LS method is determined of the value of the determinant of a matrix of correlation coefficients. It is strongly dependent of the components number. The correlation coefficient is a cosine between components in a functional space. The more the components are close to mutual orthogonality the more close the matrix to diagonality and the task to stability. Including of the suppression modulator can be expressed as a redefinition of the inner product by including appropriate weight function. Yes, the sixth power is an experimental result. I thought about using such approach as an iteration procedure for several steps. It'd be interesting from theoretical point of view. But I couldn't find a stationary point. Thank you, Sergey, for your interest.

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About Nonlinear optimization

Nonlinear, convex, fractional optimization, numerical methods and related statistical methods, its mathematical foundations, applications

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Huazhong (Central China) Normal University
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Texas State University
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University of Georgia
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T.C. Süleyman Demirel Üniversitesi
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Comenius University in Bratislava

Nonlinear optimization

About Nonlinear optimization

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