Skip to main content
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
Search options not deleted user 172374

Optimization with convex constraints and convex objectives; notions related to convex optimization such as sub-gradients, normal cones, separating hyperplanes

1 vote

Establishing quasiconcavity

I will provide a criterion under which certain sums preserve quasiconcavity. Since it is not covered in traditional convex optimization textbooks ala Boyd & Vandenberghe (2004), since it is quite rece …
oyy's user avatar
  • 67
1 vote
2 answers
115 views

Establishing quasiconcavity

Let $f:\mathbb{R}_+\rightarrow\mathbb{R}_+$ be twice differentiable quasi-concave function satisfying $f(x)>0,\forall x \in \mathbb{R}_+$. Let $g:\mathbb{R}_+\rightarrow\mathbb{R}_+$ be a positive, in …
oyy's user avatar
  • 67
0 votes
0 answers
143 views

Optimization over the set of all bounded probability measures

Given $X$ finite, fix a continuous function $\theta \in \Delta^+ (X) \to [0,1]$, fix a probability measure $\mu^*$, and a $\varepsilon > 0$. Consider: $$ \max_{\mu \in \Delta^+ (X)} \theta (\mu), \qua …
oyy's user avatar
  • 67