One common form of optimization is convex programming that has a wide range of applications in all fields of engineering, in particular electrical engineering. This kind of programming is characterized by some conditions and properties in the construction of functions used in the objective and constraints functions. One major advantage of convex programming is that any local optimal point is also global, which brings forward a great step in the algorithms to solve convex optimization problems. This chapter first defines convex sets and convex functions, using which the definitions of convex and geometric programming problems are determined. To clarify these definitions, appropriate application examples in electrical engineering are given accordingly.
KeywordsConvex programming Convexity CVX Geometric programming Quasi-convex
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