Convex optimization: Difference between revisions

Revision as of 19:00, 28 January 2024

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===Epigraph form (standard form with linear objective){{Anchor|linear}}===

In the standard form it is possible to assume, without loss of generality, that the objective function ''f'' is a [[linear function]]. This is because any program with a general objective can be transformed into a program with a linear objective by adding a single variable t and a single [[Constraint (mathematics)|constraint]], as follows:<ref name=":02">{{Cite book |last=Arkadi Nemirovsky |url=https://citeseerx.ist.psu.edu/document?repid=rep1&type=pdf&doi=8c3cb6395a35cb504019f87f447d65cb6cf1cdf0 |title=Interior point polynomial-time methods in convex programming |year=2004}}</ref>{{Rp|___location=1.4}}

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