lagrange duality

A guided tour through the zoo of paired optimization problems

  • Oliver Stein
    • Categories Bilevel Optimization, Game Theory, Nonlinear Optimization Tags , , , , , , , , ,

    Many mathematical models base on the coupling of two or more optimization problems. This paper surveys possibilities to couple two optimization problems and discusses how solutions of the different models are interrelated with each other. The considered pairs stem from the fields of standard and generalized Nash equilibrium problems, optimistic and pessimistic bilevel problems, saddle … Read more

    In pursuit of a root

  • Michael P. Friedlander
  • Ewout van den Berg
    • Categories Convex Optimization Tags , ,

    The basis pursuit technique is used to find a minimum one-norm solution of an underdetermined least-squares problem. Basis pursuit denoise fits the least-squares problem only approximately, and a single parameter determines a curve that traces the trade-off between the least-squares fit and the one-norm of the solution. We show that the function that describes this … Read more