A convex optimization problem is a problem where all of the constraints are convex functions, and the objective is a convex function if minimizing, or a concave function if maximizing. Linear functions are convex, so linear programming problems are convex problems.
This book is about convex optimization, a special class of mathematical optimiza- tion problems, which includes least-squares and linear programming ...
Convex optimization is a subfield of mathematical optimization that studies the problem of minimizing convex functions over convex sets Many classes of ...
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Convex Optimization: Fall 2019 Machine Learning 10-725 Instructor: Ryan Tibshirani (ryantibs at cmu dot edu)
This course concentrates on recognizing and solving convex optimization problems that arise in applications. The syllabus includes: convex sets, functions, and ...
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A comprehensive introduction to the subject, this book shows in detail how such problems can be solved numerically with great efficiency. The focus is on ...
A MOOC on convex optimization, CVX101, was run from 1/21/14 to 3/14/14. If you register for it, you can access all the course materials.
• A convex optimization problem is an optimization problem in which all functions f,h1,...hm are convex, and all functions `1,...`r are affine. (Think: why ...