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  1. f(expr1,expr2,...,expr3) is convex if f is a convex function and for each expri one of the following conditions hold: f is increasing in argument i and expri is convex. f is decreasing in argument i and expri is concave. expri is affine or constant. Similar logic is applied to establishing concavity or affinity of a function. If a function

  2. The implementations shown in the following sections provide examples of how to define an objective function as well as its jacobian and hessian functions. Objective functions in scipy.optimize expect a numpy array as their first parameter which is to be optimized and must return a float value.

  3. Disciplined convex programming • describe objective and constraints using expressions formed from – a set of basic atoms (affine, convex, concave functions)

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  4. Definition 1. A function f : S ⊂ Rn → R defined on a convex set S is concave if for any two points x1 x2 ∈ , S and for any λ ∈ [0, 1] we have: λx1 (1 − λ) x2 ≥ λf(x1) (1 − λ)f(x2) + +. is called strictly concave if for any two points x1 , x2 ∈ S and for any λ ∈ (0, 1) we have: λx1 (1 − λ) x2 > λf(x1) (1 − λ)f(x2) + +.

  5. May 22, 2024 · Concavity provides valuable insights into how a function curves, distinguishing between concave upward and concave downward shapes, while points of inflection mark locations where the curvature changes sign.

  6. The Lagrange dual function (or just dual function ) is g( )=inf x L(x, )=inf x f0 (x)+ Xm i=1 if i(x)!. The dual function may take on the value -1(e.g. f0 (x)=x). The dual function is always concave since pointwise min of a ne functions Julia Kempe & David Rosenberg (CDS, NYU) DS-GA 1003 February 19, 201921/31

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  8. Convex-concave programming is an organized heuristic for solving nonconvex problems that involve objective and constraint functions that are a sum of a convex and a concave term.

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