Convex optimization 凸优化

Posted 2020-10-07 rsapaper

 

zh.wikipedia.org/wiki/凸優化

 

 

以下问题都是凸优化问题，或可以通过改变变量而转化为凸优化问题：^[5]

• 最小二乘
• 线性规划
• 线性约束的二次规划
• 半正定规划

 

 

Convex function

 

 

 

 

Convex minimization is a subfield of optimization that studies the problem of minimizing convex functions over convex sets. The convexity makes optimization easier than the general case since local minimum must be a global minimum, and first-order conditions are sufficient conditions for optimality.^[1]

 

 

 

https://web.stanford.edu/~boyd/cvxbook/