The Witsenhausen counterexample: a hierarchical search approach for nonconvex optimization problems

@article{Lee2001TheWC,
  title={The Witsenhausen counterexample: a hierarchical search approach for nonconvex optimization problems},
  author={Jonathan T. Lee and Edward Lau and Yu-Chi Ho},
  journal={IEEE Trans. Automat. Contr.},
  year={2001},
  volume={46},
  pages={382-397}
}
The Witsenhausens counterexample is a difficult nonconvex functional optimization problem which has been outstanding for more than 30 years. Considerable amount of literature has been accumulated, but optimal solutions remain elusive. In this paper, we develop a framework that allows us to gain additional new insights to the properties of a better solution for a benchmark instance. Through our approach, we are able to zero in on a solution that is 13% better than the previously known best… CONTINUE READING
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