Convex optimization simple example

  • For example, we might consider f(x)=1/x on x \x26gt; 0 or f(x) = − √ x on x ≥ 0.
    These are both convex functions, but over smaller ranges.
    In these cases, we define f(x)=+∞ for values of x where f(x) would not otherwise be defined.

What are some common convex optimization problems?

Outline Optimization problems Some standard convex problems Transforming problems Disciplined convex programming Geometric programming Quasiconvex optimization Multicriterion optimization Convex Optimization Boyd and Vandenberghe 4

56 Multicriterion optimization

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