Questions tagged [convex-optimization]

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22 votes
1 answer

Solving semidefinite programs in polynomial time

We know that linear programs (LP) can be solved exactly in polynomial time using the ellipsoid method or an interior point method like Karmarkar's algorithm. Some LPs with super-polynomial (...
Arindam Pal's user avatar
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10 votes
1 answer

Is convex optimisation in P?

Consider a convex optimisation problem in the form $$\begin{align} f_0(x_1, \ldots, x_n) &\to \min \\ f_i(x_1, \ldots, x_n) & \leq 0, \quad i = 1, \ldots, m \end{align}$$ where $f_0, f_1, \...
Sergey Dovgal's user avatar
3 votes
0 answers

Hessian of non differentiable convex function

The motivation of the question is the following: Let $P$ be a set of $n$ points in $\mathbb{R}^d$. Consider the following objective(convex and differentiable) function $f:\mathbb{R}^d\rightarrow [0,\...
Sudipta Roy's user avatar