Abstract
Convex programming studies problems of the form (CP)
where the objective function f: Rn → R and the constraints fi: Rn → R, i * P are “convex functions”. “Convexity” is a magic word in the world of optimization, because it allows the results for local optima to be extended to global optima. Let us introduce the basic notions and tools of convex programming.
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© 2001 Springer Science+Business Media Dordrecht
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Zlobec, S. (2001). Basic Convex Programming. In: Stable Parametric Programming. Applied Optimization, vol 57. Springer, Boston, MA. https://doi.org/10.1007/978-1-4615-0011-7_3
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DOI: https://doi.org/10.1007/978-1-4615-0011-7_3
Publisher Name: Springer, Boston, MA
Print ISBN: 978-1-4613-4885-6
Online ISBN: 978-1-4615-0011-7
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