Convex optimization: Difference between revisions

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The following are useful properties of convex optimization problems:<ref name="rockafellar93">{{cite journal | author = Rockafellar, R. Tyrrell | title = Lagrange multipliers and optimality | journal = SIAM Review | volume = 35 | issue = 2 | year = 1993 | pages = 183–238 |url = http://web.williams.edu/Mathematics/sjmiller/public_html/105Sp10/handouts/Rockafellar_LagrangeMultAndOptimality.pdf | doi=10.1137/1035044| citeseerx = 10.1.1.161.7209}}</ref><ref name=":2" />{{Rp|___location=chpt.4}}
 
* every point that is [[local minimum]] is a also a [[global minimum]];
* the optimal set is convex;
* if the objective function is ''strictly'' convex, then the problem has at most one optimal point.