Convex Optimization

Abstract

Several practical problems in computer science and computer engineering may be framed as convex optimization problems. Unlike a general optimization formulation that may be trapped in a local minimum, necessitating hill‐climbing methods to crawl out of such a minimum, a convex optimization formulation has the attractive property that any local minimum is guaranteed to be a global minimum. This chapter presents an overview of the theory behind convex optimization and some illustrative examples of representative problems that are convex programs.