Part of the CMS Books in Mathematics / Ouvrages de mathématiques de la SMC book series (CMSBM)
We have already seen, in the First order sufficient condition (2.1.2), one benefit of convexity in optimization: critical points of convex functions are global minimizers. In this section we extend the types of functions we consider in two important ways:
We do not require f to be differentiable.
We allow f to take the value + ∞.
KeywordsConvex Function Convex Cone Closed Convex Cone Polar Cone Slater Condition
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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© Springer Science+Business Media New York 2000