A general system for heuristic minimization of convex functions over non-convex sets.
Steven DiamondReza TakapouiStephen P. BoydPublished in: Optim. Methods Softw. (2018)
Keyphrases
- convex functions
- convex sets
- exact penalty
- finite number
- quasiconvex
- objective function
- linear program
- variational inequalities
- convex optimization
- convex hull
- dc programming
- piecewise linear
- dynamic programming
- higher dimensional
- primal dual
- optimal solution
- statistical analysis
- multiresolution
- high dimensional
- binary variables
- image processing
- machine learning