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Convex Optimization Theory

The problem of maximizing a linear function over a convex polyhedron, also known as operations research or optimization theory. The general problem of convex optimization is to find the minimum of a convex (or quasiconvex) function f on a finite-dimensional convex body A. Methods of solution include Levin's algorithm and the method of circumscribed ellipsoids, also called the Nemirovsky-Yudin-Shor method.

REFERENCES:

Tokhomirov, V. M. "The Evolution of Methods of Convex Optimization." Amer. Math. Monthly 103, 65-71, 1996.




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Weisstein, Eric W. "Convex Optimization Theory." From MathWorld--A Wolfram Web Resource. http://mathworld.wolfram.com/ConvexOptimizationTheory.html

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