Mathematically, a convex function is one for which the line connecting any two points on the graph of the function lies on or above the graph (see Figure 1). For example, suppose that a trader can ...

The Sphere function has d local minima except for the global one. It is continuous, convex and unimodal. The plot shows its two-dimensional form. The function is usually evaluated on the hypercube x i ...

This course discusses basic convex analysis (convex sets, functions, and optimization problems), optimization theory (linear, quadratic, semidefinite, and geometric programming; optimality conditions ...