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Maximize sharpe ratio. Is $x_0 x_1 \ge x_2$ convex?

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#optimization #convex-analysis #convex-optimization #finance #non-convex-optimization
79
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Feasibility problem with polynomial inequalities

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#polynomials #optimization #reference-request #numerical-optimization #non-convex-optimization
46
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How can I find a point that is close to a minimizer for a Lipschitz function?

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#real-analysis #optimization #reference-request #nonlinear-optimization #non-convex-optimization
17
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Feasible approximations for programs with bilinear constraints

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#optimization #convex-optimization #nonlinear-optimization #non-convex-optimization
211
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Convergence of Proximal Gradient Descent

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#convergence-divergence #convex-analysis #gradient-descent #non-convex-optimization #proximal-operators
144
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Convex optimization of order 2 polynomial

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#convex-analysis #convex-optimization #convex-geometry #non-convex-optimization
48
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Phase optimization

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#nonlinear-optimization #non-convex-optimization
119
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linear objective function with linear constraints and one quadratic constraint

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#optimization #constraints #non-convex-optimization #quantile-function
19
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Weaker P-L Condition

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#optimization #non-convex-optimization
46
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Proximal operator for ratio of $\ell_1$, $\ell_2$ norms

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#optimization #non-convex-optimization #proximal-operators
184
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Linear objective function in non-convex feasible region: Is the global optima in the frontier?

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#optimization #operations-research #non-convex-optimization
152
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Minimizing the difference of convex functions in MIP

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#optimization #discrete-optimization #non-convex-optimization #mixed-integer-programming
205
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How important are the initial values for non linear optimization?

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#convex-optimization #nonlinear-optimization #nonlinear-system #numerical-optimization #non-convex-optimization
92
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how to solve this min-max optimization problem

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#convex-optimization #non-convex-optimization
86
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Convex approximation of non-convex polynomial

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#convex-analysis #convex-optimization #non-convex-optimization

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