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Results tagged with convex-optimization
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user 85202
Optimization with convex constraints and convex objectives; notions related to convex optimization such as sub-gradients, normal cones, separating hyperplanes
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Envelope theorem for second derivative
I am maximizing a function $f(x,z)$ on $x$ ($z$ is treated a parameter in the maximization). The function $f$ is strictly concave on both variables.
I know how to use the envelope theorem for the fir …
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