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| Convex optimization, a subfield of mathematical optimization, studies the problem of minimizing convex functions. Given a real vector space X together with a convex, real-valued ... |
| An optimization problem can be represented in the following way. Such a ... in finite time to the actual optimal solution of a non-convex problem is called global optimization. |
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| These can be downloaded and used immediately by the audience both for self-study and to solve real problems. I. I NTRODUCTION Convex optimization can be described as a fusion of three ... |
| Optimization is the science of making a best choice in the face of conflicting requirements. Any convex optimization problem has geometric interpretation. If a given optimization ... |
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Resolved Question: Linear optimization problem - global maxima?
given f:R^n ---> R
f(x)=<c,x>;
where <c,x> denotes the dot product of the vectors c and x;
Find a global maxima of this function on X= [0,1]^n
where R^n denotes RxRxR...xR n times;
and [0,1]^n denotes [0,1]x..x[0,1] n times.
thank you in advance.
i am thinking that it is easy to prove that f is convex; the set X is again convex.... so the problem has a global maxima, and by the fact that the function is convex. but, i don't know what to do next :)
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