93 search results - page 1 / 19 » On representations of the feasible set in convex optimizatio... |
OL
2010
13 years 3 months ago
2010
We consider the convex optimization problem minx{f(x) : gj(x) ≤ 0, j = 1, . . . , m} where f is convex, the feasible set K is convex and Slater’s condition holds, but the funct...
FOCM
2010
13 years 3 months ago
2010
We show how to approximate the feasible region of structured convex optimization problems by a family of convex sets with explicitly given and efficient (if the accuracy of the ap...
SIAMJO
2000
13 years 4 months ago
2000
Abstract. We propose a BFGS primal-dual interior point method for minimizing a convex function on a convex set defined by equality and inequality constraints. The algorithm generat...
CDC
2008
IEEE
13 years 6 months ago
2008
IEEE
Linear matrix Inequalities (LMIs) have had a major impact on control but formulating a problem as an LMI is an art. Recently there is the beginnings of a theory of which problems ...
CORR
2004
Springer
13 years 4 months ago
2004
Springer
We study a general online convex optimization problem. We have a convex set S and an unknown sequence of cost functions c1, c2, . . . , and in each period, we choose a feasible po...