wenxin zhou

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Latest activity by wenxin zhou
  • wenxin zhou created a post,

    Can I use Gurobi to solve this convex optimization problem?

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    I need to solve the following problem: where v_t is fixed, V(u) is a concave function, V(u)=inf{f(v,u):v∈Ω}. Once u is known, the value and gradient of V(u) can be easily obtained, but we don't kno...