Convex optimization and derivatives

  • What is a convex function in derivatives?

    A convex function has an increasing first derivative, making it appear to bend upwards.
    Contrarily, a concave function has a decreasing first derivative making it bend downwards..

  • What is convexity in terms of derivatives?

    Convexity is the rate that the duration changes along the yield curve.
    Thus, it's the first derivative of the equation for the duration and the second derivative of the equation for the price-yield function or the function for change in bond prices following a change in interest rates..

  • Convexity is the rate that the duration changes along the yield curve.
    Thus, it's the first derivative of the equation for the duration and the second derivative of the equation for the price-yield function or the function for change in bond prices following a change in interest rates.
Aug 28, 2022Abstract:Exploiting higher-order derivatives in convex optimization is known at least since 1970's. In each iteration higher-order (also 

Here's a common framework for interpreting both gradient descent and Newton's method, which is maybe a useful way to think of the difference as a s...Best answer · 26

In convex optimization you are approximating the function as the second degree polynomial in one dimensional case: $$f(x)=c+\beta x + \alpha x^2$$...7

@Danica already gave a great technical answer. The no-maths explanation is that while the linear (order 1) approximation provides a “plane” that is...3


Categories

Convex optimization and operation research
Large-scale convex optimization via monotone operators
Non convex optimization
Convex optimization-based beamforming
Smoothed online convex optimization based on discounted-normal-predictor
Bandit convex optimization
Bandit convex optimization algorithm
Convex optimization based method
Convex optimization calculator
Convex optimization. cambridge university press 2004
Difference between convex and plano convex lens
Convex lens is for
What is convex curvature
Convex lens problems
Convex optimization easy
Easy convex optimization problems
Difference between concave convex lens
Fast convex optimization algorithm
Convex lens position
Is lens concave or convex