Convex optimization Optimization Foundations
noun phrase
Definition: A class of optimization problems in which the objective function is convex and the feasible set is convex, so that any local optimum is also a global optimum [Boyd, Vandenberghe 2004].
Example in context: “Intuitively, we recast the estimation of transition probabilities into a convex optimization problem that includes a constraint for each element of a subset of noise samples.” [Badings et al. 2023]
Related terms: convex programming, global optimization (in convex setting), constrained optimization