# Tagged Questions

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vote

**1**answer

182 views

### How to examine the convexity of a complex function numerically?

I have a function which does not have a closed form . Large numerical effort should be done to evaluate the function for even a single point. How can I examine the convexity of my function over the ...

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votes

**1**answer

393 views

### minimizing functions over simple matrix inequalities

I'm wondering if anything is known about minimizing convex, not necessarily linear functions subject to "simple" matrix equalities. To be precise, consider the following example:
$min \Sigma x_i ln ...

**2**

votes

**1**answer

125 views

### Spline fit with bounded derivations

How can I do a Spline Fit with bounds on some derivations?
Problem
Given:
Set of data points $t_k, x_k$
Set of nodes $n_i$
order $D$ of the spline (in my case $D=5$)
lower and upper bounds ...

**2**

votes

**1**answer

704 views

### How do I optimize over (or take derivative wrt) a square diagonal matrix?

Hello. I'd like to solve the following optimization problem.
$P_i$ is a 6x6 matrix
$X$, $Y$ is a 6xk matrix
$w_i$ is a kx1 vector
$diag(w_i)$ is a square diagonal matrix with diagonal entries equal ...