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Biconvex optimization : ウィキペディア英語版
Biconvex optimization
Biconvex optimization is a generalization of convex optimization where the objective function and the constraint set can be biconvex. There are methods that can find the global optimum of these problems.
A set B \subset X\times Y is called a biconvex set on X\times Y if for every fixed y\in Y , B_y = \ is a convex set in X and for every fixed x\in X , B_x = \ is a convex set in Y .
A function f(x, y): B \to \mathbb is called a biconvex function if fixing x, f_x(y) = f(x, y) is convex over Y and fixing y, f_y(x) = f(x, y) is convex over X .
A common practice for solving a biconvex problem (which does not guarantee global optimality of the solution) is alternatively updating x, y by fixing one of them and solving the corresponding convex optimization problem.〔
== References ==


抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
ウィキペディアで「Biconvex optimization」の詳細全文を読む



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