2 papers
math.OC2019
Walks on hyperplane arrangements and optimization of piecewise linear functions
Michal Černý, Milan Hladík, Miroslav Rada
We propose an exact iterative algorithm for minimization of a class of continuous cell-wise linear convex functions on a hyperplane arrangement. Our particular setup is motivated b…
math.OC2019
A class of optimization problems motivated by rank estimators in robust regression
Michal Cerny, Miroslav Rada, Jaromir Antoch +1
A rank estimator in robust regression is a minimizer of a function which depends (in addition to other factors) on the ordering of residuals but not on their values. Here we focus…