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Essential Mathematics for Convex Optimization

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Part III: Convex Functions

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Part III: Convex Functions

pp. 151-232

Authors

Fatma Kılınç-Karzan
, Carnegie Mellon University, Pennsylvania,
Arkadi Nemirovski
, Georgia Institute of Technology
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Keywords

  • Convex functions - definitions and examples
  • detecting convexity
  • calculus of
  • minima and maxima of
  • subgradients and Legendre transform of
  • functions of eigenvalues of symmetric matrices

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