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RSS订阅原创 Convex Optimization Note 4
### Convex Optimization Note 41. Log-concave and log-convex functions1) log-convex function 也是 convex，log-concave至少是quasi-concave，concave function一定是log-concave（composition）2) examples: cumul...
2018-03-03 13:40:02
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原创 Convex Optimization Note 3
Convex Optimization Note 31. Generalized Inequality1) proper cone: a. convex b. closed c. solid d. pointed2) 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...
2018-03-03 13:39:21
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原创 Convex Optimization Note 2
Convex Optimization Note 21. Quasi-convex function1) definition: sublevel sets all are convex sets2) 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...
2018-03-03 13:38:45
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原创 Convex Optimization Note 1
Convex Optimization Note 1本文是《Convex Optimization》ch.2\3 appendix A的笔记1. Convex Set1.1 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 ...
2018-02-21 17:47:02
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