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Is the convex optimization problem the same as linear optimization?


Asked by Milan Valdez on Dec 09, 2021 FAQ



With recent advancements in computing and optimization algorithms, convex programming is nearly as straightforward as linear programming. A convex optimization problem is an optimization problem in which the objective function is a convex function and the feasible set is a convex set.
Moreover,
Convex optimization problems are far more general than linear programming problems, but they share the desirable properties of LP problems: They can be solved quickly and reliably up to very large size -- hundreds of thousands of variables and constraints.
In this manner, Linear functions are convex, so linear programming problems are convex problems. Conic optimization problems -- the natural extension of linear programming problems -- are also convex problems.
Consequently,
Convex maximization. However, for most convex minimization problems, the objective function is not concave, and therefore a problem and then such problems are formulated in the standard form of convex optimization problems, that is, minimizing the convex objective function.
Accordingly,
Having said all this: in practice, we definea convex optimization problem as one having only affine equality constraint functions and convex inequality constraint functions. Doing so is necessary both to assist in analysis/proofmaking and building computational methods.