Content deleted Content added
m Open access bot: url-access updated in citation with #oabot. |
Scientific Tags: Visual edit Mobile edit Mobile web edit |
||
Line 87:
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 [[local minimum]] value is a [[global minimum]] value;
* the optimal set is convex;
* if the objective function is ''strictly'' convex, then the problem has at most one optimal point.
| |||