Optimization problems constrained by parameter sums

Fuente: arXiv
Guardado en:
Detalles Bibliográficos
Autores principales: Nash, John C., Varadhan, Ravi
Formato: Preprint
Publicado: 2025
Materias:
Acceso en línea:
Etiquetas: Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
_version_ 1866910773497823232
author Nash, John C.
Varadhan, Ravi
author_facet Nash, John C.
Varadhan, Ravi
contents This article presents a discussion of optimization problems where the objective function f(x) has parameters that are constrained by some scaling, so that q(x) = constant, where this function q() involves a sum of the parameters, their squares, or similar simple function. Our focus is on ways to use standardized optimization programs to solve such problems rather than specialized codes. Examples are presented with R.
format Preprint
id arxiv_https___arxiv_org_abs_2501_02388
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Optimization problems constrained by parameter sums
Nash, John C.
Varadhan, Ravi
Optimization and Control
Computation
49M99
This article presents a discussion of optimization problems where the objective function f(x) has parameters that are constrained by some scaling, so that q(x) = constant, where this function q() involves a sum of the parameters, their squares, or similar simple function. Our focus is on ways to use standardized optimization programs to solve such problems rather than specialized codes. Examples are presented with R.
title Optimization problems constrained by parameter sums
topic Optimization and Control
Computation
49M99
url https://arxiv.org/abs/2501.02388