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

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Closed-form solution of a linear programming question

Among all the probability matrices \begin{equation*} P = \left(\begin{array}{cccc} p_{00} & p_{01} & \ldots & p_{0,J-1} \\ p_{10} & p_{11} & \ldots & p_{1,J-1} \\ \vdots & \vdots & \ddots & \vdots \\ …
Jerry Jiannan Lu's user avatar