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

14 votes
2 answers
733 views

Is there a class of optimization problems more general than semidefinite programming?

I was TA-ing my convex optimization class and explaining that linear programs are a special case of second-order cone programs, which are themselves special cases of semidefinite programs. Is there an …
Anthony Esparza's user avatar