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Results tagged with convex-optimization
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user 36687
Optimization with convex constraints and convex objectives; notions related to convex optimization such as sub-gradients, normal cones, separating hyperplanes
1
vote
1
answer
96
views
Bounds on the curvature of a sequence of convex functions
Let $\{f_n\}$ be a sequence of (real-valued) smooth convex functions on $[0,1]$, with $f_n(0) = f_n(1) = 0$ for all $n$.
Let $t_n \in [0,1]$ be the minimizer of $f_n$ and assume that $M_n:= f_n(t_n) …
- 1,731
1
vote
0
answers
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Extreme points of a set related to semidefinite cone
Let $X \in \mathbb{R}^{n \times n}$ be symmetric matrix. Consider the following set
$$
\mathcal{C} = \{ X: X \succeq 0, \quad 0 \le X_{ij} \le 1, \forall i,j\}
$$
What are the extreme points of this s …
- 1,731