Please explain the intuition behind the dual problem in …
In the case of a convex optimization problem, is there any obvious reason to expect that strong duality should (usually) hold? It often happens that the dual of the dual problem is the primal …
Does convex optimization belong to linear or nonlinear …
Jun 14, 2014 · 9 Convex optimization involves minimizing a convex objective function (or maximizing a concave objective function) over a convex set of constraints. Linear …
What's a good convex optimization library? - Stack Overflow
I am looking for a C++ library, and I am dealing with convex objective and constraint functions.
Is KKT conditions necessary and sufficient for any convex problems ...
Nov 10, 2017 · In Boyd's Convex Optimization, pp. 243, for any optimization problem ... for which strong duality obtains, any pair of primal and dual optimal points must satisfy the KKT …
convex analysis - Proof of convexity of linear least squares ...
Dec 15, 2016 · It's well known that linear least squares problems are convex optimization problems. Although this fact is stated in many texts explaining linear least squares I could not …
In convex optimization, must equality constraints be linear or …
Jan 8, 2018 · Having said all this: in practice, we define a convex optimization problem as one having only affine equality constraint functions and convex inequality constraint functions. …
optimization - Geometric intuition of conjugate function
Jul 29, 2016 · 42 I found Bertsekas' explanations quite simple and useful to understand many different things in convex analysis and optimization. You may want to check out his book …
computational complexity - Can all convex optimization problems …
Jul 27, 2019 · Just a new guy in optimization. Is it true that all convex optimization problems can be solved in polynomial time using interior-point algorithms?
Finding convex optimization books for beginners.
Aug 28, 2023 · Having a great interest in optimization theories, I suppose I should start with learning convex optimization. However, my school only offers convex optimization courses for …
Identify if optimization problem is convex or non-convex?
Jan 26, 2016 · To solve this formulation, I need to know if problem is convex or non-convex, to select appropriate tool to solve the same. (constraints are nonlinear in nature) Thanks a million …