Focus on specific descriptors

Hi everyone,

I am currently utilizing convex optimization on my data, but I’ve realized that I need to prioritize certain features over others while still taking all features into account. This focus could enhance the effectiveness of my analysis.

Consider a scenario where I have 10 features to optimize. By prioritizing features 1-4 while still incorporating features 5-10 in the overall assessment, I can achieve a more balanced and effective optimization strategy.

I attempted to apply weights to the matrix, but it didn’t yield the desired results. Do you have any alternative suggestions?
Thanks
O

The scope of this forum has not changed since your previous question Seeking Convex Optimization Model for Non-Additive Data .

Perhaps you can post to https://or.stackexchange.com/ . But if you do, I suggest providing a much more detailed description of your problem, model, what you’ve done, your results,and what you don’t like about them.

Hi Mark,

Thank you so much for your warm and thoughtful response; it was incredibly helpful and much appreciated.