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How to solve a large-scale convex problem under some linear constraints.

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#convex-analysis #convex-optimization #nonlinear-optimization
435
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DCP for Product of Convex and Log-convex

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#convex-optimization #cvx
358
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Selection of Pivotal Elements in SIMPLEX method

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#linear-algebra #optimization #convex-optimization #linear-programming #numerical-linear-algebra
2.4k
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Backtracking line search algorithm - Why have non-zero alpha?

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#optimization #convex-optimization #gradient-descent
335
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Does redundancy removal in linear programming follow a distributive property?

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#convex-optimization #linear-programming #constraint-programming
191
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Hausdorff distance between ellipsoids and related optimization

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#linear-algebra #reference-request #convex-analysis #convex-optimization
96
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Convex constraint in a Mixed-Integer Program

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#optimization #convex-optimization #mixed-integer-programming
832
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Minimization of positive quadratic function using gradient descent in at most $ n $ steps

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#optimization #convex-optimization #numerical-optimization #gradient-descent #quadratic-programming
36
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How can we transform the objective function of LQG problem as function of the estimation error?

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#optimization #stochastic-processes #random-variables #convex-optimization #quadratic-programming
294
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Equivalence and convexity in optimization problems with restrictions

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#optimization #convex-analysis #convex-optimization #equivalence-relations #constraints
1.2k
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Mapping non-convex functions onto convex functions

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#convex-optimization #function-and-relation-composition
92
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Iterative Norm definition and Convex/Fenchel Conjugate

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#convex-optimization #normed-spaces
302
Views

$C^{1}$ convex function but not $C^{1,1}$

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#convex-analysis #convex-optimization
68
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Is the volume of the largest hyperrectangle inscribed in a convex polytope always larger than some fixed proportion of the polytopes volume?

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#combinatorics #convex-analysis #convex-optimization #volume #convex-geometry
68
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Cone reformulation

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#optimization #convex-optimization #second-order-cone-programming

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