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Tagged with reference-works convex-optimization
3
questions
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48
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Derivative of the minimiser of convex optimization problem with respect to a parameter
I consider a bivariate function $f : \mathbb{R}^2 \rightarrow \mathbb{R}$ such that $f(x,\cdot)$ is strictly convex for any $x$. The strict convexity implies that
$$ y^*(x) = \arg \min_{y \in \mathbb{...
- 822
2
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1
answer
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Minimizing a composite non-differentiable convex function over a $2$-norm ball
I am searching for (works on) methods for solving the composite differentiable and non-differentiable convex problem:
$$ \min_{x \in B} f(x) + g(x),$$
where $B$ is a $2$-norm ball, ie: $x \in B \iff ...
- 1,307
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Reference. Recession cone and max-min of a function.
I am looking for some bibliographic references where I can find a relationship between recession cone of a set $U\subset\mathbb{R}^n$ and the minimum / maximum of a function $f\colon U\to\mathbb{R}^n$...
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