Please explain the intuition behind the dual problem in optimization ...
Because f∗ f ∗ is defined on the dual space, we see already the fundamental role played by the dual space in duality in convex optimization. Given an optimization problem, we don't obtain a dual …
What's a good convex optimization library? - Stack Overflow
I am looking for a C++ library, and I am dealing with convex objective and constraint functions.
In convex optimization, must equality constraints be linear or affine ...
Jan 8, 2018 · Having said all this: in practice, we define a convex optimization problem as one having only affine equality constraint functions and convex inequality constraint functions. Doing so is …
Does gradient descent converge in convex optimization problems? If …
Jan 19, 2021 · Does gradient descent converge in convex optimization problems? If so, how? Ask Question Asked 4 years, 11 months ago Modified 4 years, 10 months ago
functional analysis - Can you suggest some good optimization books ...
Apr 10, 2020 · 8 I am looking for optimization books. Can you suggest some good materials? First, I started with Convex Optimization by Stephen Boyd & Lieven Vandenberghe, but I don't like it …
python 2.7 - Non convex optimizer - Stack Overflow
4 I had to perform a non-convex optimization recently. I used the L-BFGS method from scipy.optimize. It worked well enough for my purposes. You can find more information here about choosing an …
convex optimization - Question about KKT conditions and strong …
Apr 9, 2020 · In Boyd and Vandenberghe's Convex Optimization [Sec 5.5.3] , KKT is explained in the following way. I-For any differentiable (potentially non-convex) problem: If strong duality holds, then …
Convex Optimization in Python - Stack Overflow
Sep 13, 2016 · I recently got interested in soccer statistics. Right now I want to implement the famous Dixon-Coles Model in Python 3.5 (paper-link). The basic problem is, that from the model described in …
Convex analysis books and self study. - Mathematics Stack Exchange
Jan 12, 2013 · Other books I recommend looking at: Introductory Lectures on Convex Optimization: A Basic Course by Nesterov, Convex Analysis and Nonlinear Optimization by Borwein and Lewis, …
computational complexity - Can all convex optimization problems be ...
Jul 27, 2019 · Just a new guy in optimization. Is it true that all convex optimization problems can be solved in polynomial time using interior-point algorithms?