93 search results - page 1 / 19 » On representations of the feasible set in convex optimizatio... |
80
Voted
OL
2010
14 years 9 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...
109
Voted
FOCM
2010
14 years 9 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...
98
Voted
SIAMJO
2000
14 years 10 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...
124
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CDC
2008
IEEE
15 years 26 days 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 ...
84
Voted
CORR
2004
Springer
14 years 10 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...