Continuous Optimization and Applications: Graduate Course - Lecture 12
Presenters
July 12, 2007
Keywords:
- continuous optimization
- constrained optimization
- convex optimization
- convex analysis
- convex functions
- log-sum-exp
- logarithm of determinant
- differential criteria for convexity
- mathematical programming, MATLAB
- generalized inequalities
- log-concave functions
- differential criterion of log-concavity
- quasiconvex functions
- Jensen's inequality, generalizations
- convex-conjugate function (aka Legendre transform)
- Lagrangian formulations
- operations on convex functions
- sub-level sets, level sets, epigraph
MSC:
- 52A41
- 52A40
- 52-xx
- 46N10
- 49M29
- 49M20
- 49Mxx
- 49Kxx
- 49K40
- 49N05
- 49N15
- 49N10
- 49Nxx
- 49-xx
- 65K10
- 65K05
- 65Kxx
- 15B57
- 15B48
- 90C20
- 90C22
- 90C25
- 90Cxx
