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Smooth Enlargement of the domain of convex functions:

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#real-analysis #convex-analysis #convex-optimization
530
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In the path-following/interior point, how is the gradient of the objective function a linear combination of the gradients of the constraints?

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#optimization #convex-optimization #vector-analysis #gradient-descent
989
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Why are SDPs more expensive than LP or SOCP?

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#optimization #convex-optimization #numerical-optimization #semidefinite-programming
49
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Convexity: Show $p\notin K^{\circ}$

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#convex-analysis #convex-optimization
65
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Is there an optimization method with these characteristics?

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#optimization #algorithms #convex-optimization
72
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Find a maximum of the function

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#real-analysis #optimization #convex-optimization #maxima-minima
76
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Is there any optimization package available that uses first order methods for MATLAB?

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#convex-optimization #math-software
57
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Global minimum of a many-variables function on a specified domain

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#real-analysis #convex-optimization
73
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Proving sufficient conditions

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#optimization #convex-optimization #first-order-logic #malliavin-calculus
3k
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Linearization of bilinear terms

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#optimization #convex-optimization #nonlinear-optimization
119
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Proof of convexity for infinite dimensional optimal control problem

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#convex-optimization #optimal-control
6.8k
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How to maximize or minimize $2y^2 + x^2$ subject to the constraint $x+y=1$?

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#optimization #convex-optimization #quadratic-programming
285
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Is the maximum of a conditional expectation of a convex / concave function again convex / concave?

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#probability-theory #convex-analysis #convex-optimization #dynamic-programming
206
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Solving an Energy Minimization Problem, as Outlined in a Paper

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#matrices #optimization #convex-optimization
75
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Chicken or egg problem: Which comes first duality or numerical precision in following the central path in LP?

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#optimization #convex-optimization #linear-programming #duality-theorems

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