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Results tagged with convex-optimization
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user 546305
Optimization with convex constraints and convex objectives; notions related to convex optimization such as sub-gradients, normal cones, separating hyperplanes
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Change in active constraints when perturbing the objective of a QP
Suppose I have a quadratic program (with positive semidefinite cost matrix) with affine (polytopic) constraints. It is known that the solution to this is piecewise affine, with the ``pieces'' defined …
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