Convex optimization over networks

  • What is the convex network flow optimization problem?

    The convex cost network flow problem is to determine the minimum cost flow in a network when cost of flow over each arc is given by a piecewise linear convex function..

Here, we present SnapVX, a solver that is both scalable and general on optimization problems defined over networks. It combines the graph capabilities of Snap.

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Optimization of convex risk functions
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