Convex optimization difficult

  • Is convex optimization hard to learn?

    If you're asking whether convex optimization (CO) is a difficult subject to understand, then it all depends on your level of mathematical aptitude.
    Studying and understanding the theory of CO requires knowledge of linear algebra, calculus, real analysis, set theory, and extensive proof writing.Mar 2, 2020.

  • What makes a convex optimization problem?

    A convex optimization problem is a problem where all of the constraints are convex functions, and the objective is a convex function if minimizing, or a concave function if maximizing.
    Linear functions are convex, so linear programming problems are convex problems..

  • What's more difficult to optimize non-convex or convex?

    In general (of course there may be exceptions), convex functions are easier to optimize than nonconvex functions..

  • What's the major problem when it comes to non-convex optimization?

    Many practical problems of importance are non-convex, and most non-convex problems are hard (if not impossible) to solve exactly in a reasonable time.
    Indeed, most non-convex problems suffer from the ''curse'' of local minima, which may trap algorithms into a spurious solution..

  • There are special cases of convex problems that can be solved in polynomial time, e.g. a convex QP defined over a simplex.
    In general, however, convex programming is NP-hard.
    However, NP-hard by no means means unsolvable.Sep 19, 2019
Mar 2, 2020If you're asking whether convex optimization (CO) is a difficult subject to understand, then it all depends on your level of mathematical aptitude. Studying and  Is it possible to define convex optimization problem over complex How to go about learning convex optimization - QuoraWhy is nonconvex optimization so difficult compared to convex In order to learn Convex optimization, what prerequisite - QuoraMore results from www.quora.com
Mar 2, 2020It's certainly not a subject for beginners, so in that sense, yes, it is “hard”. If you're asking whether CO problems are computationally hard (expensive/  How to go about learning convex optimization - QuoraIs it possible to define convex optimization problem over complex In order to learn Convex optimization, what prerequisite - QuoraWhy is nonconvex optimization so difficult compared to convex More results from www.quora.com

Definition

A convex optimization problem is an optimization problem in which the objective function is a convex function and the feasible set is a convex set. A f…

Properties

The following are useful properties of convex optimization problems:

Applications

The following problem classes are all convex optimization problems, or can be reduced to convex optimization problems via simple transformations:

Lagrange multipliers

Consider a convex minimization problem given in standard form by a cost function and inequality constraints for . Then the dom…

Algorithms

Unconstrained convex optimization can be easily solved with gradient descent (a special case of steepest descent) or Newton's method, combin…

You can try to apply a convex optimization algorithm to a non-convex optimization problem, and it might even converge to a local minimum, but havin...7

Most of the best modern methods for large-scale optimization involve making a local quadratic approximation to the objective function, moving towar...Best answer · 5


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