- convex programming
-
матем. выпуклое программирование
Англо-русский словарь технических терминов. 2005.
convex programming
Смотреть что такое "convex programming" в других словарях:
Convex optimization — Convex minimization, a subfield of optimization, studies the problem of minimizing convex functions over convex sets. Given a real vector space X together with a convex, real valued function defined on a convex subset of X, the problem is to find … Wikipedia
Convex Computer — Corporation was a company that developed, manufactured and marketed vector minisupercomputers and supercomputers for small to medium sized businesses. Their later Exemplar series of parallel computing machines were based on the Hewlett Packard… … Wikipedia
Convex function — on an interval. A function (in black) is convex if and only i … Wikipedia
Convex geometry — is the branch of geometry studying convex sets, mainly in Euclidean space. Convex sets occur naturally in many areas of mathematics: computational geometry, convex analysis, discrete geometry, functional analysis, geometry of numbers, integral… … Wikipedia
Convex polytope — A 3 dimensional convex polytope A convex polytope is a special case of a polytope, having the additional property that it is also a convex set of points in the n dimensional space Rn.[1] Some authors use the terms convex polytope and convex… … Wikipedia
Linear programming — (LP, or linear optimization) is a mathematical method for determining a way to achieve the best outcome (such as maximum profit or lowest cost) in a given mathematical model for some list of requirements represented as linear relationships.… … Wikipedia
Orthogonal convex hull — The orthogonal convex hull of a point set In Euclidean geometry, a set is defined to be orthogonally convex if, for every line L that is parallel to one of the axes of the Cartesian coordinate system, the intersection of K with L is empty, a… … Wikipedia
Nonlinear programming — In mathematics, nonlinear programming (NLP) is the process of solving a system of equalities and inequalities, collectively termed constraints, over a set of unknown real variables, along with an objective function to be maximized or minimized,… … Wikipedia
Linear programming relaxation — In mathematics, the linear programming relaxation of a 0 1 integer program is the problem that arises by replacing the constraint that each variable must be 0 or 1 by a weaker constraint, that each variable belong to the interval [0,1] .That is,… … Wikipedia
Quadratic programming — (QP) is a special type of mathematical optimization problem. It is the problem of optimizing (minimizing or maximizing) a quadratic function of several variables subject to linear constraints on these variables.The quadratic programming problem… … Wikipedia
Semidefinite programming — (SDP) is a subfield of convex optimization concerned with the optimization of a linear objective function over the intersection of the cone of positive semidefinite matrices with an affine space.Semidefinite programming is a relatively new field… … Wikipedia
