no code implementations • 2 Sep 2020 • Alfonso Landeros, Oscar Hernan Madrid Padilla, Hua Zhou, Kenneth Lange
The current paper studies the problem of minimizing a loss $f(\boldsymbol{x})$ subject to constraints of the form $\boldsymbol{D}\boldsymbol{x} \in S$, where $S$ is a closed set, convex or not, and $\boldsymbol{D}$ is a matrix that fuses parameters.