Convex Optimization Models: An Overview
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چکیده
1.1. Lagrange Duality . . . . . . . . . . . . . . . . . . p. 2 1.1.1. Separable Problems – Decomposition . . . . . . . p. 7 1.1.2. Partitioning . . . . . . . . . . . . . . . . . . p. 9 1.2. Fenchel Duality and Conic Programming . . . . . . . . p. 10 1.2.1. Linear Conic Problems . . . . . . . . . . . . . p. 15 1.2.2. Second Order Cone Programming . . . . . . . . . p. 17 1.2.3. Semidefinite Programming . . . . . . . . . . . . p. 22 1.3. Additive Cost Problems . . . . . . . . . . . . . . . p. 25 1.4. Large Number of Constraints . . . . . . . . . . . . . p. 34 1.5. Exact Penalty Functions . . . . . . . . . . . . . . p. 39 1.6. Notes, Sources, and Exercises . . . . . . . . . . . . p. 47
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