We describe an algorithm, based on the simplex method of linear programming, for solving the discrete l 1 approximation problem with any type of linear constraints. The numerical results reported here ...
This is a preview. Log in through your library . Abstract The sparsity constrained rank-one matrix approximation problem is a difficult mathematical optimization problem which arises in a wide array ...
Abstract: An inner approximation algorithm is proposed for path-constrained dynamic optimization (PCDO) by iteratively solving restrictions of PCDO (RPCDO). Firstly, an upper bound function of the ...