Preliminary Knowledge
Li Li
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Li Li: Tsinghua University
Chapter Chapter 1 in Selected Applications of Convex Optimization, 2015, pp 1-15 from Springer
Abstract:
Abstract Convex analysis and convex optimization are the basis for our following discussions. However, we will not recapitulate all the related issues in this book. Indeed, we just briefly review the minimum required preliminary knowledge. Several useful conclusions of linear algebra are also mentioned. Finally, we introduce the CVX toolbox, based on which we will write the sample Matlab code snippets in this book.
Keywords: Differentiable Convex Optimization Problem; Atomic Convex; Disciplined Convex Programming; Terse Introduction; Second-order Cone Programming (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-3-662-46356-7_1
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DOI: 10.1007/978-3-662-46356-7_1
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