Skip to content

Add 3 equality-constrained, regularized problems #88

@MaxenceGollier

Description

@MaxenceGollier

I am interested in solving

$$\min_x f(x) + h(x) \quad \text{s.t} \ c(x) = 0,$$

where every function can be non-convex and $$f$$ and $$c$$ are smooth.
I wish to implement

  • The convex and non-convex Basis-Pursuit problems: $$min_x \lVert x \rVert_1$$ and $$min_x \lVert x \rVert_0$$ subject to $$Ax = b$$ : Add basis pursuit model #89.
  • The Low rank matrix completion problem
  • The FH problem; this problem can be reformulated as $$\min_x \int |u(x,t) - u_{obs}(t)|^2 dt + \lVert x \rVert_0 $$ subject to $$du/dt = F(t,u,x)$$, we can use PDENLPModels.jl to model the smooth part of this problem.

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Type

    No type

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions