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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“You are a problem and rune,
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—Hilda Doolittle (18861961)