analytics

Optimization with Constraint Learning: A Framework and Survey

  • Adejuyigbe Fajemisin
  • Donato Maragno
  • Dick den Hertog
    • Categories Applications - OR and Management Sciences Tags , , ,

    Many real-life optimization problems frequently contain one or more constraints or objectives for which there are no explicit formulas. If data is however available, these data can be used to learn the constraints. The benefits of this approach are clearly seen, however there is a need for this process to be carried out in a … Read more

    Estimating L1-Norm Best-Fit Lines for Data

  • J. Paul Brooks
  • JH Dulá
    • Categories Applications - OR and Management Sciences, Data-Mining, Statistics Tags , , ,

    The general formulation for finding the L1-norm best-fit subspace for a point set in $m$-dimensions is a nonlinear, nonconvex, nonsmooth optimization problem. In this paper we present a procedure to estimate the L1-norm best-fit one-dimensional subspace (a line through the origin) to data in $\Re^m$ based on an optimization criterion involving linear programming but which … Read more