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Convex Optimization Note 1
Convex Optimization Note 1 本文是《Convex Optimization》ch.2\3 appendix A的笔记 1. Convex Set 1.1 Affine and convex sets: 1) C=V+x0={x+x0|x∈V}C=V+x0={x+x0|x∈V}C=V+x_0=\lbrace x+x_0|x \in V\rbrace ...原创 2018-02-21 17:47:02 · 538 阅读 · 0 评论 -
Convex Optimization Note 2
Convex Optimization Note 2 1. Quasi-convex function 1) definition: sublevel sets all are convex sets 2) examples: f(x1,x2)=x1x2f(x1,x2)=x1x2f(x_1,x_2)=x_1x_2 x∈Rn+x∈R+nx\in R^n_+ linear-fractio...原创 2018-03-03 13:38:45 · 347 阅读 · 0 评论 -
Convex Optimization Note 3
Convex Optimization Note 3 1. Generalized Inequality 1) proper cone: a. convex b. closed c. solid d. pointed 2) 满足相关性质,与≤<≤<\le x⪯Kyx⪯Kyx\preceq_Ky 对所有y∈Sy∈Sy \in S成立,则xxx 是minimum,可以看做S...原创 2018-03-03 13:39:21 · 262 阅读 · 0 评论 -
Convex Optimization Note 4
### Convex Optimization Note 4 1. Log-concave and log-convex functions 1) log-convex function 也是 convex,log-concave至少是quasi-concave,concave function一定是log-concave(composition) 2) examples: cumul...原创 2018-03-03 13:40:02 · 431 阅读 · 0 评论