New answers tagged nonlinear-optimization
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Can we say this nonlinear integer programming problem is NP-hard?
It is NP-hard. Below is a reduction from the partition problem.
The partition problem asks for a list of positive integers $x_1,\dots,x_n$ whether it can be partitioned into two subsets with equal sum....
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How to integrate an indicator function/constraint into the cost function of a linear program?
I will simplify the notation to illustrate the idea. You want to minimize $$\sigma \max\left(\sum_{i,j} d_{ij} x_i x_j - \alpha, 0\right).$$
Introduce binary decision variable $y_{ij}$ to represent ...
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Difference between Chebyshev first and second degree iterative methods
Late to the party by 7 years but here goes.
This is easiest to analyze in the case where $A$ is symmetric and positive-definite.
What you're describing is the difference between using the steepest ...
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