Published Online: 14 DEC 2007
Copyright © 2007 by John Wiley & Sons, Inc.
Wiley Encyclopedia of Computer Science and Engineering
How to Cite
Sapatnekar, S. S. 2007. Convex Optimization. Wiley Encyclopedia of Computer Science and Engineering. .
- Published Online: 14 DEC 2007
Several practical problems in computer science and computer engineering may be framed as convex optimization problems. Unlike a general optimization formulation that may be trapped in a local minimum, necessitating hill-climbing methods to crawl out of such a minimum, a convex optimization formulation has the attractive property that any local minimum is guaranteed to be a global minimum. This chapter presents an overview of the theory behind convex optimization and some illustrative examples of representative problems that are convex programs.
- convex programming;
- interior point methods