CONVEX OPTIMIZATION AND APPLICATIONS
DOI:
https://doi.org/10.24867/29JV03BikickiKeywords:
Convex sets, convex functions, nonlinear programming, convex optimizationAbstract
This paper covers convex optimization and applications. Definitions and theorems related to convex sets and functions are presented. Historical background for the introduction and application of convex optimization in finance, statistics and function fitting is also provided.
References
[1] Boyd S, Vandenberghe L. Convex Optimization, Cambridge University Press, New York, 2004.
[2] Матијевић Ј. Конвексно програмирање и примене - мастер рад, Природно-математички факултет, Нови Сад, 2020.
[3] Ралевић Н. Оптимизационе методе, Факултет техничких наука, Нови Сад, 2021.
[4] Pennanen T. Convex duality in stochastic programming and mathematical finance, Institute of Mathematics, Aalto University, Aalto, 2018
[5] Pennanen T. Introduction to convex optimization in financial markes, Department of Mathematics, King’s College London, London, 2012.
[6] Simonetto A. Smooth Strongly Convex Regression, IBM Resreach Ireland,
Dublin, 2020.
[7] Стојановић В. Математичко програмирање, Природно-математички факултет, Косовска Митровица, 2012.
[2] Матијевић Ј. Конвексно програмирање и примене - мастер рад, Природно-математички факултет, Нови Сад, 2020.
[3] Ралевић Н. Оптимизационе методе, Факултет техничких наука, Нови Сад, 2021.
[4] Pennanen T. Convex duality in stochastic programming and mathematical finance, Institute of Mathematics, Aalto University, Aalto, 2018
[5] Pennanen T. Introduction to convex optimization in financial markes, Department of Mathematics, King’s College London, London, 2012.
[6] Simonetto A. Smooth Strongly Convex Regression, IBM Resreach Ireland,
Dublin, 2020.
[7] Стојановић В. Математичко програмирање, Природно-математички факултет, Косовска Митровица, 2012.
Downloads
Published
2024-12-06
Issue
Section
Mathematics in Engineering
