Carlton E. Lemke Distinguished Lecture

Heaviside Composite Optimization: A new paradigm in optimization

Jong-Shi Pang from University of Southern California

The classical univariate Heaviside function is the indicator function of an interval on the real line.  By definition, a Heaviside composite function is the composition of a Heaviside function with a continuous multivariate function. The subject of Heaviside composite optimization (HSCOP) pertains to the optimization of constant, affine, and quadratic combinations of such composite functions subject to constraints defined by functions of the same kind.

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