Communicating with Convexity

摘要

Convexity is a fundamentally important property in optimisation. Roughly speaking, an optimisation problem is convex if its objective function is convex, as well as the set of points satifying any constraints, and in such cases the task of finding a global minimum is reduced to that of finding a local minimum. The importance of finding these minima efficiently in science and engineering applications has driven the development of software packages, such as cvxpy from the group of Stephen Boyd at Stanford University.