Convex optimization boyd reddit

How do you convert a geometric program to a convex optimization problem?

Geometric programs are not (in general) convex optimization problems, but they can be transformed to convex problems by a change of variables and a transforma- tion of the objective and constraint functions

We will use the variables deﬁned as yi= logxi, so xi= eyi

If fis the monomial function of xgiven in (4

41), i e

, f(x) = cxa1 1x a2 2···x an

Is X feasible for a convex optimization problem?

132 4 Convex optimization problems problem, since si= −fi(x) ≥ 0

Conversely, if xis feasible for the original problem, then (x,s) is feasible for the problem (4

7), where we take si= −fi(x)

Similarly, xis optimal for the original problem (4

1) if and only if (x,s) is optimal for the problem (4

7), where si= −fi(x)

What can I do with a book on convex optimization?

This book can also be used as a reference or alternate text for a more traditional course on linear and nonlinear optimization, or a course on control systems (or other applications area), that includes some coverage of convex optimization

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