An approach to solving decomposable optimization problems with coupling constraints

Host Institution:

University of South Australia

Title of Seminar:

An approach to solving decomposable optimization problems with coupling constraints

Speaker's Name:

Oleg Burdakov

Speaker's Institution:

Linko¨ping University, Sweden

Time and Date:

Tuesday 10 December 2013, 2.30pm (ACDT) - 3.00pm AEDT

Seminar Abstract:

We consider a problem of minimising f1(x)+f2(y) over x ∈ X ⊆ Rn and y ∈ Y ⊆ Rm subject to a number of extra coupling constraints of the form g1(x)g2(y) ≥ 0. Due to these constraints, the problem may have a large number of local minima. For any feasible combination of signs of g1(x) and g2(y), the coupled problem is decomposable, and the resulting two problems are assumed to be easily solved. An approach to solving the coupled problem is presented. We apply it to solving coupled monotonic regression problems arising in experimental psychology.

Co-authors: John C. Dunn and Mike Kalish

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