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原创 Convex Optimization 读书笔记 (10)
Chapter11: Interior-point methods11.1 Inequality constrained minimization problemsIn this chapter we discuss interior-point methods for solving convex optimization problems that include inequality constraints,minimize f0(x)subject
2020-11-18 18:03:28 237
原创 Convex Optimization 读书笔记 (9)
Chapter10: Equality constrained minimization10.1 Equality constrained minimization problemsConsider a optimization problem:minimize f(x)subject to Ax=b\begin{aligned}{\rm minimize} \ \ \ \ & f(x)
2020-11-18 11:23:53 333
原创 Convex Optimization 读书笔记 (8)
Chapter9: Unconstrained minimization9.1 Unconstrained minimization problemsThe unconstrained optimization problem isminimize f(x)\begin{aligned}{\rm minimize} \ \ \ \ & f(x) \\\end{aligned}minimize
2020-11-12 17:50:20 406
原创 Convex Optimization 读书笔记 (7)
Chapter8: Geometric problems8.1 Projection on a setThe distance of a point x0∈Rnx_0 ∈ \mathbf{R}^nx0∈Rn to a closed set C⊆RnC⊆\mathbf{R}^nC⊆Rn, in the norm ∥⋅∥∥·∥∥⋅∥, is defined asdist(x0,C)=inf{∣∣x0−x∣∣∣x∈C}{\rm \bold{dist}}(x_0,C)=\inf\{ ||x_0-x||
2020-11-11 14:33:37 477
原创 Convex Optimization 读书笔记 (6)
Chapter7: Statistical estimation7.1 Parametric distribution estimation7.1.1 Maximum likelihood estimationDefine log-likelihood function, and denoted l:l(x)=logpx(y)l(x)=\log p_x(y)l(x)=logpx(y)A widely used method, called maximum likelihood (ML) es
2020-11-08 20:17:34 330
原创 Convex Optimization 读书笔记 (5)
Chapter 6: Approximation and fitting6.1 Norm approximation6.1.1 Basic norm approximation problemThe simplest norm approximation problem is an unconstrained problem of the formminimize ∣∣Ax−b∣∣{\rm minimize} \ \ \ \ ||Ax-b||min
2020-11-05 21:25:24 417
原创 Convex Optimization 读书笔记 (4)
Chapter5: Duality5.1 The Lagrange dual function5.1.1 The LagrangianConsider an optimization problem in the standard formminimize f0(x)subject to fi(x)≤0,i=1,...mhi(x)=0,i=1,...p\begin{aligned}{\rm mi
2020-11-02 11:34:24 618
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