[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
sqp -- global optimum if convex?
|
From: |
fork |
|
Subject: |
sqp -- global optimum if convex? |
|
Date: |
Mon, 16 Apr 2012 19:34:14 +0000 (UTC) |
|
User-agent: |
Loom/3.14 (http://gmane.org/) |
Does anyone know of any theorems on that sqp is guaranteed to converge to a
global optimum if the objective function is convex (and constraint functions are
affine)?
I want to dabble in entropy maximization (a convex objective) for some
sociological applications, and it would be great if this were true.
A reference would be great -- I can follow up in the local college library.
Thx!
| [Prev in Thread] |
Current Thread |
[Next in Thread] |
- sqp -- global optimum if convex?,
fork <=