Non-Convex Optimization Task

A Non-Convex Optimization Task is an numeric optimization task that deals with non-convex functions (over non-convex sets).

• Context:
  • It does not have a unique and global optimal solution.
  • It can be solved by a Non-Convex Optimization System (that implements a non-convex optimization algorithm, such as by using nonlinear programming, duality optimization or heuristic algorithms).
• Example(s):
  • Simulated Annealing Task.
  • Metropolis–Hastings Optimization Task.
  • Deep Neural Network LearningTask.
  • …
• Counter-Example(s):
  • Convex Optimization.
  • Linear Optimization.
• See: Global Optimization, Nonlinear Programming, Robust Principal Component Analysis, Non-Convex Function, Non-Convex Set, Difference of Convex functions, Duality Optimization----

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References

2013

• (Sun et al., 2013) ⇒ Qian Sun, Shuo Xiang, and Jieping Ye. (2013). “Robust Principal Component Analysis via Capped Norms.” In: Proceedings of the 19th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining. ISBN:978-1-4503-2174-7 [http://dx.doi.org/10.1145/2487575.2487604 doi:10.1145/2487575.2487604

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