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51 votes
7 answers
23k views

Is all non-convex optimization heuristic?

Convex Optimization is a mathematically rigorous and well-studied field. In linear programming a whole host of tractable methods give your global optimums in lightning fast times. Quadratic ...
DoubleJay's user avatar
  • 2,383
7 votes
3 answers
913 views

Some questions about Invexity

Recently, I am looking into a non-convex optimization problem whose points satisfying KKT conditions can be obtained. Then the problem becomes how to decide whether the KKT conditions are sufficient ...
Shineway's user avatar
7 votes
2 answers
2k views

Computational complexity of unconstrained convex optimisation

What is known about the relationship between unconstrained convex optimisation and computational complexity? For example, for which optimisation problems and which gradient descent algorithms is one ...
Alex Flint's user avatar
2 votes
1 answer
308 views

Can subgradient infer convexity?

It is known that If $f:U→ R$ is a real-valued convex function defined on a convex open set in the Euclidean space $R^n$, a vector v in that space is called a subgradient at a point $x_0$ in $U$ if for ...
Shineway's user avatar