04 - Convex Optimization Problems
04 - Convex Optimization Problems
77
78
P: minimize f0 (x)
subject to fi (x) 0 8i = 1, . . . , m
<latexit sha1_base64="mFyRpzqHZQzYQ7r39j/hql0Aa54=">AAAEfnicbVNdb9MwFE1DGaN8bfDIi2GibFIpKR9iIE0aAgkeeCgSZZPqqjjOTWtmO5ntjJaov4JX+GH8G26SbqLpHMW+PufYvr7XN0ylsC4I/jb8K82rG9c2r7du3Lx1+87W9t2vNskMhwFPZGKOQ2ZBCg0DJ5yE49QAU6GEo/DkXcEfnYGxItFf3DyFkWITLWLBmUNovO1vUA0/eKIU01FO40VOw0RGdq5wWLRWSMWRVcxNOVujwiUVhjUmk8hkOgJTuFgjk7NF0V3K9cGkyKY40AflV5g1USgzQFEZh7yc1AQGogu+sGv0xADoC0E1Q0kEMTpUgWq+FJkJXjLo9jok6L4suh4qQ5gInTNj2HyRS1nExcHM5f3FG9KmkbCpZHPr5hJIGZ8kzSuBEloo8RMdJm0SjwOyO9sjlA6fKzVqtUklsln4HbgjLqlUAkVUwikJ6GnGIkI7NE4Mk5KIg16HyihxtqMobbXb01J8cC5cl6UtChiCyvXWeGsn6AZlI+tGb2nseMvWH283vtEo4ZkC7bhk1g57QepGuJ8TXBbJzCykjJ+wCQzR1EyBHeVlTBfkESIRQafw146U6P8r8lCt7JAzZYs3iSuLKNo6V4CXccPMxfujXOg0c6B5dXCcSYwoKcqBRMJggOUcDcaNQN8JnzLDuMOiWTml3DsFvurXLNOCJxHUUOlmzjAELTjFhC5umb81oiycEsPNCnD3vZgIzMYnrEfd+YAv7WTvXIg56dUzsG4MnnVfd4PPL3YOD5fJ2fTuew+9Xa/nvfIOvY9e3xt43Ff+L/+3/6fZaD5uPmk+raR+Y7nmnrfSmvv/AHCxhyg=</latexit>
hi (x) = 0 8i = 1, . . . , p
inf P = +1 () P is infeasible
inf P = 1
<latexit sha1_base64="OHO6CXEQhc9EUiFClMpi/olOTjc=">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</latexit>
() P is unbounded
79
• “ <latexit sha1_base64="sak57wurpVJvxHb1PzCGdWiFDzs=">AAADuHicbVJdb9MwFHUWPsb42uCRl0CFNKSqSiYQIF6KQIIHHopE2aS2Go5zk1n1R2Q7Y1XU38Ov4RXEv+E6DRNJ5yj28TnH9rXvTUvBrYvjP8FOeO36jZu7t/Zu37l77/7+wYOvVleGwZRpoc1JSi0IrmDquBNwUhqgMhVwnC7fef34HIzlWn1xqxIWkhaK55xRh9TpQTCeK/jOtJRUZfU8X9fzVIvMriQO672OKBmqkrozRrektJXStKdUApVKZWB8iD1Rn699d6U2AVOiWuIwf9x8HvZMqagATc071M2kZzCQXeoe9+TCAKhLw2aGlgxyDGhDylVrMgVeMh4lwygevfBdgs4CTvcH8ShuWrQNkhYMSNsm+Obf5plmlQTlmKDWzpK4dIuaGseZ8M9QWSgpW9ICZggVlWAXdRPNOnqKTBbl2uCvXNSw/6+oU9nZoabS+mziSp8f29c8eZU2q1z+alFzVVYOFNscnFcicjryhRRl3ABzYoWAMsMx9oidUUOZw3LrnNLsXQLrxnVRKc50Bj1WuAtnKJIWnKRc+VvWbw1vSq7hcDNPHr7nBXd2+AkrWQ0/YI6Wz/4ZMSdJPwPbYHo0ej2KPz8fjMdtcnbJI/KEHJKEvCRj8pFMyJSw4EfwM/gV/A7fhDQsQr6x7gTtmoek00LzF2BAQyE=</latexit>
”-inequalites:
f̂(x)
<latexit sha1_base64="F4eTQFYgg86DJXDay7rpeiHNm1Y=">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</latexit>
0 () f(x) = f̂(x) 0
minimizingcost
• maximization problems: Maximizing profit
subject to fi (x) 0 8i = 1, . . . , m
<latexit sha1_base64="u1tWqqdQJkyWZ507Qb/x9OLdilA=">AAAEhXicbVNdb9MwFM1KgVEYbPDIi2Gi2qSqSmB8ShNDIMEDD0WibFJdOse57cxsJ7Od0RD1j/AKf4p/w80HE03nKPb1Ocf29b2+YSKFdb7/Z611pX312vX1G52btzZu39ncuvvFxqnhMOSxjM1RyCxIoWHohJNwlBhgKpRwGJ6+LfjDczBWxPqzyxIYKzbTYio4cwhNtlobVMN3HivFdJTT6SKnYSwjmykcFp0lUnFkFXMnnK1QYU2FYYNJJTKpjsAULjbI+HxRdJdyAzAJsgkO9EH5FWZDFMoUUFTGIS8nDYGB6IIv7AY9MwD6QlDNUBLBFB2qQJXVIjPDS/r9oEf8/tOiC1AZwkzonBnDskUuZREXB3OXDxavSJdGwiaSZdZlEkgZnzjJK4ESWijxAx0mXTKd+GRnvksoHT1Ratzpkkpk0/AbcEdcXKkEiqiEM+LTs5RFhPboNDZMSiL2gx6VUexsT1Ha6XbZRHylLk7IfD+cCFLrV9VJhwJGorpBZ7K57ff9spFVI6iNba9ug8nW2jGNYp4q0I5LZu0o8BM3xv2c4LLIaWohYfyUzWCEpmYK7DgvQ7sgjxCJCDqFv3akRP9fkYdqaYecKVs8TVxZBNM2uQK8jBulbvpinAudpA40rw6ephIDS4qqIJEwGGeZocG4Eeg74SfMMO6wdpZOKfdOgC/7NU+14HEEDVS6uTMMQQtOMaGLW+ZvjCjrp8RwswLceSdmArPxEctS997jgzvd/SfEnATNDKwaw8f9l33/0972wUGdnHXvvvfQ2/EC77l34H3wBt7Q4y3X+tn61frdXm/323vtZ5W0tVavuecttfbrvxs5il0=</latexit>
a> i x = bi 8i = 1, . . . , p
<latexit sha1_base64="mEHxGjDmaSGFSlHVjud7kS3yF1A=">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</latexit>
minimizer.
vrai
82
1ˢᵗaideredtin
rf0 (x? )> (x
<latexit sha1_base64="pXgHrb1O9xWfpMWrGaA+JjxLj/0=">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</latexit>
x? ) 0 for all feasible x. (⇤)2ndhandout
<latexit sha1_base64="1Xo++P6RblaxANjTcMRF/TPtIa8=">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</latexit>
costal 0 then α 90
Proof: Assume that (⇤) holds for some feasible x? and let x be <latexit sha1_base64="1Xo++P6RblaxANjTcMRF/TPtIa8=">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</latexit>
<latexit sha1_base64="WPBVO4I8eBQm9/yojDaQbQ5DId4=">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</latexit>
any feasible point. The 1st-order conditions for f0 imply <latexit sha1_base64="1W9V2WMMXfDiHk3JYbpGmDbTuEM=">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</latexit>
f0 (x)
<latexit sha1_base64="KJxpPmhCK9WR9MqyOE9uRgookJc=">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</latexit>
f0 (x? ) + rf0 (x? )> (x x? ) 8x 2 Rn .
since A 1ˢᵗ ordertaylor
sioundynay
Using (⇤), we conclude that f0 (x) f0 (x ) . Thus, x? is optimal.
?
<latexit sha1_base64="WPBVO4I8eBQm9/yojDaQbQ5DId4=">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</latexit>
me
Conversely, assume that x? is optimal and let x be any feasible
<latexit sha1_base64="1Xo++P6RblaxANjTcMRF/TPtIa8=">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</latexit> <latexit sha1_base64="O4tqb6+tXbnKZNihxMBo3aEhXno=">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</latexit>
<latexit sha1_base64="WPBVO4I8eBQm9/yojDaQbQ5DId4=">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</latexit>
? VIH 4101
ψ(t) = f0 ((1 t)x + tx) so
sin4101 fixa
<latexit sha1_base64="b0VMm+B0zfT7WL2xviWaGvIv6vU=">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</latexit>
Special case:
Unconstrained problem:
<latexit sha1_base64="Kx7jE+jYghPFla0c0LjWRqZ9IWI=">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</latexit>
x? optimal () x? 2 dom(f0 ), rf0 (x? ) = 0
84
l t
fif fiscal
is equivalent to see in exercise that
j fix Et
P’: minimize (over x1 ) f̂0 (x1 )
<latexit sha1_base64="5zJ1TrH0g0YwcFGK8SceoN79Wds=">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</latexit>
subject to fi (x1 ) 0 8i = 1, . . . , m
where
c
x Affine objective and
constraints, polyhedral
feasible set.
Transportation Problem
ask.fi o
Pm Pn
minimize i=1 j=1 cij xij transportation costs
Pn
subject to j=1 xij = ai 8i total shipment from source i
Pm
i=1 xij = bj 8j total shipment to destination j
xij 0 8i, j nonnegative shipments only
E
<latexit sha1_base64="Y3CTNdPNoh53VQM9+sPpXjalDAg=">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</latexit>
a1 a2 a3 ....... am
Problem feasible if total
supply = total demand: <latexit sha1_base64="M9of3Cb96VOv83YzoH93jlijU8s=">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</latexit>
<latexit
cmn m n
c11 X X
ai = bj
<latexit sha1_base64="Ttwvh1Ri665bbphKH+3EPQo4Rac=">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</latexit>
i=1 j=1
b1 ....... bn
89
Project Scheduling
• tasks V = {1, . . . , n}
<latexit sha1_base64="JVlr3HzcGCeD/9Dk7orwj8pLtYg=">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</latexit>
2 3
• precedences E ✓ V ⇥ V <latexit sha1_base64="o9SqDVH47UuXHFc/iIUyrTkLees=">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</latexit>
minn sn + ζ n
s2R+
<latexit sha1_base64="KBDzhUlx2d8j2FHoxY1MvfHm/Mk=">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</latexit>
s.t. sv su + ζ u 8(u, v) 2 E
90
maximize r
xc ,r
subject to
<latexit sha1_base64="vVOizli43ZHL7v87qXmZmUpj4xs=">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</latexit>
a>
i x bi 8x 2 B(xc , r), i = 1 . . . , m
() a>
i (xc + u) bi 8u : kuk2 r
() max a> i (xc + u) bi
kuk2 r
()
<latexit sha1_base64="Fh2jCo9Fp+VGB50OU+C+8wenvyo=">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</latexit>
a>
i xc + rkai k2 bi
91
minimize
<latexit sha1_base64="WJ/vNQyI+2S+p6RgUzb3Jej6Ecg=">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</latexit>
kAx bk22
<latexit sha1_base64="P9zM34RsENbh/jMWFP4tsHRNflY=">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</latexit>
<latexit sha1_base64="xhTrkX48bj0rhUMrk1LDA0VQIHA=">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</latexit>
minimize f> x
subject to kAi x + bi k2 c>
i x + di i = 1, . . . , m
Fx = g
<latexit sha1_base64="sYwFgUpy0DHNAB0Qb3kETPXTx1I=">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</latexit>
LE Ier
(f 2 Rn , Ai 2 Rni ⇥n , bi 2 Rni , ci 2 Rn , di 2 R, F 2 Rp⇥n , g 2 Rp )
<latexit sha1_base64="eDXn8zq9KuAFmWwvK5G8elwZ74U=">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</latexit>
<latexit sha1_base64="8AxU3GXzPlWVkxbKyOLAW6LdKAU=">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</latexit>
<latexit sha1_base64="xxwQSCZa0DdMCNCsHt7ioqdz/UA=">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</latexit>
Pm
An ε-optimal solution can be found in O(( i=1 ni )3.5 log(ε 1
))
arithmetic operations via interior point methods.
<latexit sha1_base64="xTiT7moo2hY/kRwv5sYi0xrplII=">AAAD8nicbVPLjtMwFE1bYIbhMS0s2QQqpFYqVQKMgAVSEUiwQKJIlBmp6RTHue1Y9SOynaElypewQmz5IZb8CddpGdF0HMU+OefYvva9iVPOjA2C37V648rVa3v71w9u3Lx1+7DZuvPZqExTGFHFlT6JiQHOJIwssxxOUg1ExByO48Vrpx+fgzZMyU92lcJEkLlkM0aJRWraqn2LJHylSggikzyaFXkUK56YlcChONgSBUVVEHtGyY4Ub6Q4rigZRyWTCWgXYkVU54XrLtWGoFNUUxyi++XjYMUU8wzQVN5DXn5UDBqSC93hijzXAPLCsP5CSwIzDGhNitXGpOd4yKAf9vygf+S6EJ0WltbYFQcfr8f/0OlEJhPTnL0Mi1PhyynrnuZP+kdFxNW8E0FqGFfyNH8UFt3utNkO+kHZ/F0QbkDb27QhZutLlCiaCZCWcmLMOAxSO8mJtoxyd4GZgZTQBZnDGKEkAswkL89R+A+RSfyZ0vhK65fs/zPyWGytkBNhXB3gTJdZU9UceZk2zuzs+SRnMs0sSLreeJZx3yrflaCfMA3U8hUCQjXD2H16RjShFgt1a5dy7RTodlzLTDKqEqiw3C6tJkgasIIw6U6Zv9KsLNaSw8Uc2XnD5sya3nv8B2TvLWZ30f1nxJyE1QzsgtHj/ot+8PFpezDYJGffu+c98Dpe6D3zBt47b+iNPFr7U9+rN+utRtb43vjR+Lm21mubOXe9rdb49Rcl6VbU</latexit>
EI R optimal when 11111112 4
s E 11 1 11 et can't write E on a computer
94
<latexit sha1_base64="HYT+G/mbhUpLHUtLZ6VyOG/rgxQ=">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</latexit>
Friction-cone constraints:
F1
<latexit sha1_base64="pwc+MN9R3K1oXZ10emLcmMrCgac=">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</latexit>
F3 <latexit sha1_base64="rRAcqWLErTzfhTDOxwqocrV7wpU=">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</latexit>
F2 v3
<latexit sha1_base64="wmj6MH2OPODzcuL3QrEhQS4iaF8=">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</latexit>
(I vi v>
i )Fi 2
μ · v>
i Fi
p3
<latexit sha1_base64="cDNZF5AgOiGDhxdAHr6R2+6okl8=">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</latexit>
<latexit sha1_base64="R6az3zyvsbwa8nDbYGRqR6UzF0Q=">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</latexit>
<latexit sha1_base64="Sn+gnsZwl2sUdeMkkzkfCgO0QDQ=">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</latexit>
p1 v1
<latexit sha1_base64="JPWRArtdbnbBiXsc/AN0ETf16pA=">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</latexit>
v2 <latexit sha1_base64="sULLNcz1lJeEG/IswhEjn7hYQD0=">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</latexit>
<latexit sha1_base64="Isg6w1F2u2006W8MAV7T3KvSSjU=">AAADt3icbVJdb9MwFHUWPkb52uCRl0CFNKSqSibQgKcikOCBhyJRNqmtiuPctFb9kdnOWBX19/BreAXxb7hOo4mmcxT7+Jxj+9r3poXg1sXx32AvvHHz1u39O5279+4/eHhw+Oib1aVhMGJaaHOWUguCKxg57gScFQaoTAWcpsv3Xj+9AGO5Vl/dqoCppHPFc86oQ2p2GAwmCn4wLSVVWTXJ19Uk1SKzK4nDurMlSoaqpG7B6I6UNlKatpRSoFKqDIwPsSXqi7XvrtWGYApUCxwmT+vPw5YpFSWgqX6Hqp60DAayK93jljw3AOrKsJmhJYMcA9qQctWYzBwvGfeTXhT3X/kuWXeK2fHsoBv347pFuyBpQJc0bYhvPptkmpUSlGOCWjtO4sJNK2ocZ8I/Q2mhoGxJ5zBGqKgEO63qaNbRc2SyKNcGf+Wimv1/RZXKrR0qKq3PJq70+bFtzZPXaePS5a+nFVdF6UCxzcF5KSKnI19IUcYNMCdWCCgzHGOP2IIayhyW29Yp9d4FsO24LkvFmc6gxQp36QxF0oKTlCt/y+qd4XXJ1Rxu5smjD3zOne19xkpWvY+Yo+WLxogpSdoJ2AWj4/6bfvzlZXcwaHKzT56QZ+SIJOSEDMgnMiQjwoKfwa/gd/AnfBt+D/NwsbHuBc2ax2Srhef/ANY4Quo=</latexit>
PN
<latexit sha1_base64="cUTPnHnO4J1I9xIm14ng4cFy0DM=">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</latexit>
i=1 pi ⇥ Fi = Text external torque
95
<latexit sha1_base64="HYT+G/mbhUpLHUtLZ6VyOG/rgxQ=">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</latexit>
F1 F3
<latexit sha1_base64="pwc+MN9R3K1oXZ10emLcmMrCgac=">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</latexit> <latexit sha1_base64="rRAcqWLErTzfhTDOxwqocrV7wpU=">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</latexit>
p3
<latexit sha1_base64="cDNZF5AgOiGDhxdAHr6R2+6okl8=">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</latexit>
<latexit sha1_base64="Sn+gnsZwl2sUdeMkkzkfCgO0QDQ=">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</latexit>
p1 v1
<latexit sha1_base64="JPWRArtdbnbBiXsc/AN0ETf16pA=">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</latexit>
v2 <latexit sha1_base64="sULLNcz1lJeEG/IswhEjn7hYQD0=">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</latexit>
minimize t
p2 t,Fi
<latexit sha1_base64="c5D3S9ASDE+ZcwAeLpF5VRoJm5A=">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</latexit>
subject to v>
i Fi t 8i
<latexit sha1_base64="Isg6w1F2u2006W8MAV7T3KvSSjU=">AAADt3icbVJdb9MwFHUWPkb52uCRl0CFNKSqSibQgKcikOCBhyJRNqmtiuPctFb9kdnOWBX19/BreAXxb7hOo4mmcxT7+Jxj+9r3poXg1sXx32AvvHHz1u39O5279+4/eHhw+Oib1aVhMGJaaHOWUguCKxg57gScFQaoTAWcpsv3Xj+9AGO5Vl/dqoCppHPFc86oQ2p2GAwmCn4wLSVVWTXJ19Uk1SKzK4nDurMlSoaqpG7B6I6UNlKatpRSoFKqDIwPsSXqi7XvrtWGYApUCxwmT+vPw5YpFSWgqX6Hqp60DAayK93jljw3AOrKsJmhJYMcA9qQctWYzBwvGfeTXhT3X/kuWXeK2fHsoBv347pFuyBpQJc0bYhvPptkmpUSlGOCWjtO4sJNK2ocZ8I/Q2mhoGxJ5zBGqKgEO63qaNbRc2SyKNcGf+Wimv1/RZXKrR0qKq3PJq70+bFtzZPXaePS5a+nFVdF6UCxzcF5KSKnI19IUcYNMCdWCCgzHGOP2IIayhyW29Yp9d4FsO24LkvFmc6gxQp36QxF0oKTlCt/y+qd4XXJ1Rxu5smjD3zOne19xkpWvY+Yo+WLxogpSdoJ2AWj4/6bfvzlZXcwaHKzT56QZ+SIJOSEDMgnMiQjwoKfwa/gd/AnfBt+D/NwsbHuBc2ax2Srhef/ANY4Quo=</latexit>
(I vi v>i )Fi 2
μ · v>
i Fi 8i
PN
i=1 Fi = Fext
PN
<latexit sha1_base64="APh4RXMbMbg+3Nbpu//cGzVfcGE=">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</latexit>
i=1 pi ⇥ Fi = Text
96
✓ ◆
2x
kxk22 t () t+1
<latexit sha1_base64="p/Jv8AS/LeVxYEJ6hGIHEkZUtpA=">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</latexit>
t 1 2
Hyperbolic constraints:
✓ ◆
2x
kxk22 st, s 0, t 0 () s + t, s 0
<latexit sha1_base64="bN96uQaV+x7A7hLiv+JNnG8gLGs=">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</latexit>
s t 2
11 11 Et 70
tt
it so
es
P: minimize f0 (x)
subject to fi (x) Ki 0 8i = 1, . . . , m
<latexit sha1_base64="SAsFhB35dZtuhPHiMG6l0ZvgGow=">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</latexit>
Ax = b
Assumptions:
• f0 : Rn ! R convex, fi : Rn ! Rki Ki -convex
<latexit sha1_base64="vOUk5DGJIKmzCv/8vE7tB5B3Qvg=">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</latexit>
<latexit sha1_base64="sMbYMv4i9RNMTwBJ9OjiIUckXQ4=">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</latexit>
Observations:
• P has a convex feasible set
• All local optima of P are global optima
98
is equivalent to
minimize f> x
subject to (Ai x + bi , c>
i x + di ) Ki 0 i = 1, . . . , m
<latexit sha1_base64="JFUf2iRmORj+gpDjMwvLvOUoDD0=">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</latexit>
Fx = g
where Ki = {(y, t) 2 Rni +1 : kyk2 t}. <latexit sha1_base64="FFD9MNv9D5+BgbqInPiVD+d+ZSc=">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</latexit>
99
D D
1
B
1 a convex
cone (why?)
BC C
t
E
t
E
x
F xF
100
(c 2 Rn , F1 , . . . , Fn , G 2 Sk , A 2 Rm⇥n , b 2 Rm )
<latexit sha1_base64="TUfo08jzYjiPmC9W/PI2cA2g6xY=">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</latexit>
The SOCP
minimize f> x
subject to kAi x + bi k2 c>
i x + di i = 1, . . . , m
<latexit sha1_base64="f8PIR5/StJua9ltA8pZnlkpI2Rc=">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</latexit>
Fx = g
is equivalent to an SDP as by Schur’s lemma
Arrow matrix:
kAi x + bi k2 c>
i x + di
✓ > >
◆
ci x + di (Ai x + bi )
() > ⌫0
<latexit sha1_base64="q/SQAw85fwikNkQOhJCH1z0C6LU=">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</latexit>
Ai x + bi (ci x + di )I
102
Every LP is an SDP
We have already seen that every LP is an SOCP and every
SOCP is an SDP. Thus, every LP is an SDP.
minimize c> x + d
subject to Ax = b
<latexit sha1_base64="eGn5TAddK41VKczx4UIMFscNEX4=">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</latexit>
Cx g
minimize c> x + d
0 1
diag(b Ax)
subject to @ diag(Ax b) A ⌫ 0.
<latexit sha1_base64="ratAg4GNgh343ZZli57ULizxKww=">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</latexit>
diag(g Cx)
103
Eigenvalue Minimization
Minimize the largest eigenvalue of a matrix, i.e., solve
minimize λmax (A(x))
<latexit sha1_base64="dwhzt08s6YCcr4SP/yzTSB11dVY=">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</latexit>
<latexit sha1_base64="eqxshVBpGebPRZ7nNdKZpTWKhKA=">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</latexit>
where A(x) = A0 + A1 x1 + · · · + An xn , Ai 2 Sk 8i = 0, . . . , n.
This problem is equivalent to the SDP
<latexit sha1_base64="pNfheM4AD9+DUpvOZqc1ZtR4bKw=">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</latexit>
✓ > >
◆
Y CXD (CXD) (AXB)
() ⌫0
AXB I
<latexit sha1_base64="KbjAIuArNK9tA537RTysk/M2nCo=">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</latexit>
LP
Popular Solvers
CPLEX (https://www.ibm.com/analytics/cplex-optimizer):
• caters for LP, QP, SOCP and MILP (mixed-integer LP); free for
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Gurobi (www.gurobi.com)
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CVXPY (https://www.cvxpy.org) is a modeling language for optimization
problems implemented as a free toolbox for Python.
A list of solvers that can be used with CVXPY is available from https://
www.cvxpy.org/tutorial/advanced/index.html#choosing-a-solver.
107