Convex Optimization

Discover the power of convex optimization, including its standard form, important properties, and code examples.

What is convex optimization?

Convex optimization is a mathematical optimization technique that optimizes problems with convex objective functions and constraints.

Standard form

The standard form of a convex optimization problem is as follows:

minxf0(x)s.t.fi(x)0i=1,2,,mgj(x)=0j=1,2,,k\begin{aligned} \min_{\bold x} \quad & f_0(\bold x)\\ \textrm{s.t.} \quad & f_i(\bold x)\le0 \quad & i=1,2,\dots,m\\ \quad & g_j(\bold x)=0 \quad & j=1,2,\dots,k \\ \end{aligned} ...