Optimization

Sngmng·2023년 1월 19일
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참고자료.
https://losskatsu.github.io/machine-learning/convex-set/#
https://convex-optimization-for-all.github.io/

Line segment

Affine set

Convex set

Hyperplane

Convex function

Jensen's inequality

Convex function 성질의 보존

Conjugate function



Standard form of optimization

Lagrange primal & dual function

Convex optimization problem

KKT condition




Subdifferential


Duality ...

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