convex也没有大家想的那么简单。比如说semidefinite programming，也就是linear programming的初步generalization...
A class of variable selection procedures for parametric models via nonconcave penalized likelihood is proposed by Fan and Li (2001) to simultaneously estimate parameters and select important variables. They demonstrate that this class of procedures has an oracle property when the number of parameters ...
大概思想便是随便投个点，然后在附近区域（可以假设convex）用2中方法的进行搜索，得到局部最优值。然后...
In the nonconcave case, simulation results show almost identical performance for both methods under the assumption that the dual solution is found. In contrast, the dual approach fails if the dual subproblems can only be solved to local optimality. 展开 ...
Non-concave Profit, Multiple Asymmetric Equilibria and Catastrophes in Monopolistic Competition Non-concave Profit, Multiple Asymmetric Equilibria and Catastrophes in Monopolistic CompetitionOur model is a Dixit-Stiglitz type, but for general, unspecified... A Gorn∗,S Kokovin†,E Zhelobodko‡ 被...
Three typical ap-plications are covered: Internet congestion control through nonconcave network util-ity maximization, wireless network power control through geometric and sigmoidal programming, and DSL spectrum management through distributed nonconvex op-timization. A variety of nonconvex optimization ...
This paper extends Carroll's (2006) endogenous grid method and its combination with value function iteration by Barillas and Fernandez-Villaverde (2007) to non-concave problems. The method is illustrated using a non-concave consumer problem in which consumers choose both durable and non-durable con...
Recent modeling efforts which attempted to apply the classical Nash equilibrium theory were found unsatisfactory because one or more players in the game had nonconvex loss functions (or nonconcave utility functions). In order to handle these difficult and important models, a generalization of the equ...
Moving surfaces by non-concave curvature functions Kaising Tso proved that Gauß curvature flow shrinks strictly convex hypersurfaces to points [36]. If the homogeneity is less than one, there a... Ben,Andrews - 《Calculus of Variations & Partial Differential Equations》 被引量: 62发表: 2010...
Weakly-convex–concave min–max optimization: provable algorithms and applications in machine learning Hassan Rafique, Mingrui Liu, Qihang Lin, and Tianbao Yang. Non-convex min-max optimization: Provable algorithms and applications in machine learning. arXiv... H Rafique,M Liu,Q Lin,... - 《Opt...