Convex Optimization Problem
An optimization problem (also referred to as a mathematical programming problem or minimization problem) of finding some such that
where is the feasible set and is the objective, is called convex if is a closed convex set and is convex on . Alternatively, an optimization problem on the form
is called convex if the functions are convex.
Read more about this topic: Convex Optimization
Famous quotes containing the word problem:
“It is very comforting to believe that leaders who do terrible things are, in fact, mad. That way, all we have to do is make sure we dont put psychotics in high places and weve got the problem solved.”
—Tom Wolfe (b. 1931)