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Convex Optimization

  1. Prof. Sachin S. Sapatnekar

Published Online: 14 DEC 2007

DOI: 10.1002/9780470050118.ecse383

Wiley Encyclopedia of Computer Science and Engineering

Wiley Encyclopedia of Computer Science and Engineering

How to Cite

Sapatnekar, S. S. 2007. Convex Optimization. Wiley Encyclopedia of Computer Science and Engineering. .

Author Information

  1. University of Minnesota, Minneapolis, Minnesota

Publication History

  1. Published Online: 14 DEC 2007

Abstract

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.

Keywords:

  • convex programming;
  • optimization;
  • interior point methods