Definition Standard form convex optimization problem [lcc-001G]
Definition Standard form convex optimization problem [lcc-001G]
A convex optimization problem in standard form consists of
- A convex function f_0: \mathbb {R}^k \to \mathbb {R}
- A list of convex functions f_1, \dots f_n: \mathbb {R}^k \to \mathbb {R}
- A list of affine functions g_1,\dots g_m: \mathbb {R}^k \to \mathbb {R}