凸优化
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Zackberg
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【凸优化-03】Convex Functions: Running average of convex functions
Let f(t) be a convex function and define g(t) to be the running average of f(t) g(t)=1t∫0tf(τ) dτg(t) = \frac{1}{t} \displaystyle\int_0^t f(\tau) ~d\taug(t)=t1∫0tf(τ) dτ Then g is convex. This is easy (not exactly) enough to prove just by diffe原创 2022-03-14 16:24:16 · 204 阅读 · 0 评论 -
【凸优化-02】Convex Sets and Convex Functions
关于sublevel的定义没弄明白: 参考资料: I. 链接: Graph, epigraph, level and sublevel sets of a function. II. 链接: Princeton University ORF523_S16. III. 链接: 知乎:什么是水平集? 链接: 博客:水平集原创 2022-01-21 08:53:43 · 267 阅读 · 0 评论