Search Results
| Search type | Search syntax |
|---|---|
| Tags | [tag] |
| Exact | "words here" |
| Author |
user:1234 user:me (yours) |
| Score |
score:3 (3+) score:0 (none) |
| Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
| Views | views:250 |
| Code | code:"if (foo != bar)" |
| Sections |
title:apples body:"apples oranges" |
| URL | url:"*.example.com" |
| Saves | in:saves |
| Status |
closed:yes duplicate:no migrated:no wiki:no |
| Types |
is:question is:answer |
| Exclude |
-[tag] -apples |
| For more details on advanced search visit our help page | |
Results tagged with convex-optimization
Search options not deleted
user 127755
Optimization with convex constraints and convex objectives; notions related to convex optimization such as sub-gradients, normal cones, separating hyperplanes
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
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