Saturday, March 2, 2013

Convex Optimization

Reference in Convex optimization


The following problems are all convex minimization problems, or can be transformed into convex minimizations problems via a change of variables:


Convex minimization problems can be solved by the following contemporary methods:[4]
Other methods of interest:
Subgradient methods can be implemented simply and so are widely used.[5] Dual subgradient methods are subgradient methods applied to a dual problem. The drift-plus-penalty method is similar to the dual subgradient method, but takes a time average of the primal variables.

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