[筆記] Convex Optimization 2015.09.16

minf0(x) s.t.fi(x)≤bi,i=1...m Here x∈Rn,fi:Rn→R,i=0...m are convex function. I.e. fi(θx+(1−θ)y)≤θf(x)+(1−θ)f(y) for all θ∈[0,1] and all x,y∈domfi where domfi⊆Rn is a convex set where C⊆Rn is convex if

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