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Inner + Outer optimization: is a killer-performance routine?

Posted 2 years ago
POSTED BY: Fabio Rondelli

With the nested form you can only move one variable at a time. This is fine for bilevel optimization such as min-max problems. It is quite inefficient for a simple multivariate optimization.

That stated, one speed improvement might be to use the local optimizer FindMinValue instead of NMinimize.

POSTED BY: Daniel Lichtblau
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