Convex optimization: Difference between revisions

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{{cite journal |last1=Agrawal |first1=Akshay |last2=Verschueren |first2=Robin |last3=Diamond |first3=Steven |last4=Boyd |first4=Stephen |year=2018 |title=A rewriting system for convex optimization problems |url=https://web.stanford.edu/~boyd/papers/pdf/cvxpy_rewriting.pdf |journal=Control and Decision |volume=5 |issue=1 |pages=42–60 |arxiv=1709.04494 |doi=10.1080/23307706.2017.1397554 |s2cid=67856259}}</ref>
[[File:Hierarchy compact convex.png|thumb|A hierarchy of convex optimization problems. (LP: [[linear programming]], QP: [[quadratic programming]], SOCP [[Second-order cone programming|second-order cone program]], SDP: [[semidefinite programming]], CP: [[Code optimization|coneconic optimization]].)]]
 
*[[Linear programming]] problems are the simplest convex programs. In LP, the objective and constraint functions are all linear.