Ketan Rajawat

Non-convex Optimization via Convex Optimization Algorithms

Ketan Rajawat

More Examples of Convex Sets

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Composition Rules for Convex Functions

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Transformations that preserve Convexity

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Zeroth Order Condition for Convexity

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Example Verifying Convexity

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Cauchy-Schwarz Inequality

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Robust Optimization

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Operations on Convex Functions

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Affine Sets

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Linear Programming

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Notation

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History of LP Solvers

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Supporting and Separating Hyperplanes

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General Norms

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Introduction

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Change of Variables

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Operations on Convex Sets

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Least Squares Problem

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Addition and Elimination of Variables

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Singular Value Decomposition

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Relating Convex Sets and Functions

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First and Second Order Conditions for Convexity

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PSD Cone

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Positive Definite Matrices

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L1 and L-Infinity Norm Minimization (Approximation Problems)

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LP in Communications Systems

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Motivation for Convex Optimization

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Examples of Convex Sets

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Convex Problems

Ketan Rajawat