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Convex optimization 凸優化

cas gen img 問題: 最小二乘 fun min link roc

zh.wikipedia.org/wiki/凸優化

以下問題都是凸優化問題,或可以通過改變變量而轉化為凸優化問題:[5]

  • 最小二乘
  • 線性規劃
  • 線性約束的二次規劃
  • 半正定規劃

Convex function

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Convex minimization is a subfield of optimization that studies the problem of minimizing convex functions over convex sets. The convexity makes optimization easier than the general case since local minimum must be a global minimum, and first-order conditions are sufficient conditions for optimality.[1]

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Convex optimization 凸優化