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.
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“Only in the problem play is there any real drama, because drama is no mere setting up of the camera to nature: it is the presentation in parable of the conflict between Mans will and his environment: in a word, of problem.”
—George Bernard Shaw (18561950)