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Results tagged with convex-optimization
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user 127755
Optimization with convex constraints and convex objectives; notions related to convex optimization such as sub-gradients, normal cones, separating hyperplanes
0
votes
0
answers
104
views
How to find a set given its support function
Let $\mathcal{U}$ be a convex and compact set. Its support function is defined as $\delta^*(v|\mathcal{U})=\sup_{u\in \mathcal{U}} v^T u$. Assume that we are given the support function $\delta^*(v|\ma …
- 53
3
votes
1
answer
152
views
Duality problem of an infinite dimensional optimization problem
I am reading the paper "OPTIMAL INEQUALITIES IN PROBABILITY THEORY: A CONVEX OPTIMIZATION APPROACH" by BERTSIMAS and POPESCU. In the paper, the authors derived a duality problem for an infinite-dimens …
- 53
1
vote
1
answer
1k
views
Maximization of log-sum-exp function
I am reading about robust optimization and there is a claim:
$$
\max_{\mu^-\leq\mu\leq \mu^+}
\ln \left(
\exp\left\{w+\ln\left(\frac{1+\mu}{2}\right)\right\}
+\exp\left\{-w+\ln\left(\frac{1-\mu}{2}\ …
- 53