Convex Optimiration in Cortxol and Stgnak Fiepeiong . inh 4 ENE all ation i oun KEX, ” ¥ = Fou amy ero tow ewits 2EX auch that FO) < fee, 4: 4) ee ond X= [0,c) 47-0 ; endian is nob cttained , wa pba” > X=[0,4] frac at aL b value > X=[9,4) free, infonuur, in not pa 4 aan whun %=0 4 x when xe (od) *=0 Y whither “infireum is attained otis, at ES ial im exustenct ef ofsirel Tw f oblurn’ %& unfearulsl, vite % os om emily Ad \ hyn ; XE Je ER* om <4, 24, xt%=-2}-Unbounded oftirigation, prsblim Tis problom is wnbouncld, ohan[f* =~] eg. 4@ = loge i X= [04 Baxic Te ails > B(x. *) r= fuer | Ioe- otal, 0. oFex a att X, o- fount * EX is called!’ am irilviver “four nro at O(x,x) EX 4 thew ends 4 X= fo, 3] tice 0-5 irileuer fount ; a =4 eu noo Lim, 4x] > naban wits net poiong natan int) = (OD) = ait of all inteion facts of X. > set x called an oben at i x wb pops Y(t (%) = (018) > Yas ope act 4 z= [0,4] unt, (2= hee Oke att > seb xiv called lord 4 and ip its = f dosed wile nc een SYeg: xe fer” Jo, tes Ta nots he ‘ nation Line : prt 0 = the fous = feck] td rag = unb (X°) > XB clowd nil - - r feounded if Hore enusts Se (2-2) sch > Ant Ke le -%l, <8 eu any hy He X > ye Le, Bounded a= [9,05 Neb Baw Wo Sig 1 Bounaleol i Batty cloud & Bounded — Compost4a") <4 fox olf eX ait of glsbal opine: angen $0) = [26x] {@= yt “t 4@- ane %€[0, lon] + nition are x us cabled Local opm a pk et eae) fer is oe Wecerstnars Tresor NWO p go x= » eR lhe Sad) = j=ly yrs =[-1,4] ww ton abit ant bound "ipa nad be 2 sural), “od ta lado gab : ee & : not Ivounded. , tum clone these still fold Xv not rind vn ablenel, ask ff , diferedh “a PH Js nan embly ond fsoundleol.Gradint, (V $C?) 4) RR V4O0! R me) yao= | " te = » 1 a gmt Sa 24 | Vaan ~ Bam V4(e) (e 0m) at =u 7 DEO = a Fora RR” DEO © mm 04 ERM 2 nour velo wh mead, = TED" Goudunts of 40? =o 40 = [ou % nd “y ay Fy Sa. x ter ei 504% Zo Spt | 2 rt\= eum & ‘4 > Ce) fa va " = r L z i a S Lori t= oj 7 pet 149 ‘T +o \q tp +S + ann ea ‘ ae = Soy, +oY i 044 EON Bl A> 240) = (Axl; + [AT] Om > WO)= @+ADX Goad Gd = Ax bl? 40 = Gx BT xD | = Gra". BY) (Ax-b) = aTATRe- bTAx - TAT + OTH = yh Alan - 267 Ant bh a(oha) = sa Ti) = 2ATAx - 20TH] ae (arAhi) = . =O ATA Hessian (HO) yee gunidion 4: WR H(a) = DV4OD ue eae ov: RS ROO =O a p ae : . S Ta a ahs, abe, Daf erm” ‘ 24. an[Hil 24, Bm, Day Hessian of f= oT Ax Vac = ot ADK a 2 aa 7 Oy = A +04 wn i ‘ : S bam, eat ovgei)=(S Qua - O52 Oa DV4) =A+AT + = A+AT Hera 4 4co= lax ol? (a= TAT AR obthe + hh VEC) = QATAx - 2Atb HG) = DVEO) = 2nrA reasons apn wien os 4 am of 4@) = XTe a9 Orn | + On OnnDurctional Duwvetive and Deseont Dpuation: 4 RR Duxivalive of ab xeR” along duiection d ef” is Win (a tad)= 2) oY a70 dai gene rtd) b: RR dbo 8 4 (ustd) dl (xtitd) dk ok (ox +ital) dt git) =a te gi ROR a - , % gale a a dn py > Cie a t fay dee (V4 (a+ 48) d & $'(8d) = vgey'd /Dewan cenien_sf- ofall fo Urged eee tafe Unconstrained abled 2 tk the aad 90 ln elu fr si 40) ton 14 =0 2 rE Monte Consider diuctional olowwaliue at x (1) Td we choos. direction haere Yi citional etivalinn Vy Cat)” V#lr*) <0 tn Faro, §(attal- -v4 0) 2 $0) > a nob a local i Cer ee . unconstrained problems ‘ay 0 wero =0 : . / Wov4e in poutine “ne Ga Convert sits Xs conven ait’ 5 tt en , d “y ex” oe ori tL inven tonbidalions elerunts - 4 RR: convert Rt posit ctthant: common afin er” [an 20 coin oh dxdt and tnd qindrant yon core 3 non comer, \ ee \\_ gs fs Zap tiga} ia =Hufsxblore: feet" | alam bY for some 20 R” beR, Ich 4a, eH > axa ? Nindest Y= Aa, +@-Da eves, (2%) = Dat, +(\- Data, Harrys = b& D>yeH vA > conn ail Halfbare kone, Ae Corvuden balh Bele, R) c= txer” | ln-ellp< RP Ba C54) 7 BC, ) Propeistion. * Bpo,R) in ov conuen nil lat %)% €BpCOR) > MT %-clpeR tt Y= AM (4-A) Xo , de [ord] Weep = [A % 4.) x -ellp [AM 44-DOz-Ol, = q ea . < WA(i-e)llp + 1G-AG.-9 Ip = AR EDR =R —>Vy-cllp <® poet foative aiminerite, mabiion donalic aah 4xes” | X ZOmenf & a convene at by Ls nat 4 nn prone nalxices ee pa} vt ayy [at Xa % € Sit ze AX th » d € [0s] 20 yTGn +Ea%) ve A wa Euy “f z 4 > zest a Xan ano conven rites Hem () Xj 2 a commen 2! , Letmy ne XN EDM DB REX WE ele pete] cm={ 1,2, “mp Z= AxxGDY 5 d efo,3] each Xj le eonune pb ex VE 5 xs ? ze Br Prapeion (AGfe Erg? XB a conus ash, {(i)= Rath with, Ae gm ber” Axth 4" nome vex ps Ho at £0015 ful y= te He ae xe R™ ~ oR se yee an gore fe ly Be A * = [0,4 0 4([%)) =* A=T1,0), b=0bit YY, € 4 y,= AX+6 gore %, EX X : sab yn sor HEX Ye eed a Camtb) +E pa = AL NtCAwI] + & e4(X) ; | Ettipssid tot Ae pad Them thy ail eee ech *@-d2sf conn, | cer” 7 Tv > @e HOO “gee ex: im eo =95" S67 = @o RGD) =(g2*s)(g=761) = gq’ aril = ya? (2) Oe Ye B = dxeR 1 A" (x-eDf,* 41 P ; abs nlp know: Betz eR” | IZL*Z RY is a conven ait g € an affine vine sf 8S §@ = O2tF seat? - gece com bo wxille as {@ pene ze8 Wa @-Oll” <4z= A (x-<) x= A zte. 4ov zesb, R=5, 4@)= AY’ 740 sollte 18" G@)-o I" <4 Puofostion (Precuel > Sf Mi Xess s+ Xm ese comvenr sits Hum . KEMAH Ks Hw = | (Oy As mdb Oi ww Conver ail, ve Cm 9 X= [42] £R %X,= Los] er 2 X= XH XR CR? Xe oy Wight sum $M My. Xm ane conven ADs thom etm] XX ae Tyly ~ aa nex as kt taXe = dy |= amteay 2 HEX 1 %6%ap ee 7 X= deep? | %=0, %, eloal} 2 Ko= 4 eer? | =0, x eC42if Fund x+Xo - RHaka= faee [melo] mettalh ©Troon Affine Trnage let KER” fo a comune odie map ath AD RY" Poo {yee | Ay +6 ex has a. comer ait gaye 00 . a v= ait and AD R™> R” be am Apt CAyr €A°0O RO R 4 AD +G-A) po] th EX L AAys + (A) Aye cae G AL Ay +6] +Q-A) [yt oy dont Fd% &% {x 0 cones ad} eis 5 x HH RR 1 ot hats 4 4 + Ap%R “a ell ear ye and Saad A=) Convex Hull“ ee con (%) = iyeP"| ya em who 4.20, ; 1eLR) Set, apex ¥eeley hen selkI Ss ow)> conv OO) & & conuat ait (eum when X os nat) a of X is conver thon conv (x)= X — Fou amy Att X, conv () is smallest conven rit inby X. X= RLU RZ con (X) = R? Com’ A wt Xo a cors if fou amy REX, K 20 , wl Pomearxex, _ RTs a cond q gt ye RY UR? te com but not a conte ail Conn (a Z0 and Bred Ce ane mpl Come? 20 ‘eoruae, Jae al affine pap (0 = spe all % x Hxe clossol and pons ten frp (x) emits ands e Rat: : . Tees Deerlie= deer? < IeeZh® ¥ 20% dain =NI " N a 12 will a dm aah ¢ comer e fen : ; gue wll show Ny ZI, dani +8) “Y@-b)*= = [a> 6] lle.-2) 4 @ 201 + L(-z) - C-z0ll? = 2 [I-22 +02.) = 2(dmun + dren] = 4diun Be ] 2 te) tad? ox.- zl, + J,-2)*=4dnin | WZ, za: 2th? = Fabia >o ) : Lat X and xX, be tue 7 vats um R™ one H={aeR"la"=b} * * at0 b tito wb " I \ saposily Xy and Ko OYE a xcH : {eer™ | ata sht > KH: {nen"| ox =bt + XN, CH ve. ou oT Pa ayers REX, REND| Cebaystinn HobeIe- de Eee, ee | Seferaling Hiyporlame Thvorom — Lat X be a closed, Lonwa ab and %©X Hon ° - : 7 How enuths a hypaplone that 7 SS %e anal X kt H= TRER™ | qle=b} with QS m, ~\pxoy, (os) ank & = atx, ~ llall,? v ee : 8) a, oF % - Prey i) . be ol] oreprepele) | = or [ % = 0) = oly,- ola = z ww nud to rhour: o% > o%- lal? - fy 2 beat $e" anny 7 eX BO= Ta Ce HED RODE eT, 24 sine PP} (86) eminimings He Lalane GO| yx0 =° : QAD= Tr fray Co) =ACm = poy (eI? = Me prep (HN a Pa pray (DM ~ 2A (- Pye co (w- prax()) BONE, 2 Cee pant” Cem pps) 20 - [ove - a fry (40) zo D> ole < aT pray, e) = at (%-a) ore < ahao~ Nal,” = axe hal” =o= ee Fahas Lemma, the $olfety et BER™™ and LER™, p them erally, ont j Len” [Ana h x20t a) va aid fyer™ lary en, BY 79 KO suppers 3% ef Raab, HzO om. ml paty AGs RMy<0 sine Xz 0 ory |. Ca ys 0 a ig 20 > contradielion —> astern 5 hw | Past? 4p dew nat have, o rollin, ton @ fas @ rolubien Ax= al] foe] fo 1+ n]o0] > Aw is w Cone combunation , ; 4 (i) dows not howe a solution , &¢ com (A,a , - -an)m¢ Gus a rene pene Cc & ow clowd at : We obhty atpar 1 thew 3° He dren Lytea¥ } Thy + ands “Te x ¥ xe Crot suttces tr show yx <0 Vrec Clown,» Wy can't howe yrn>e fo ory vec i ‘“oEec, Yeo MALLE FG Prppee ot, yr 20 oa oT >Y cerhadition Demaun - ¢: R= Rudo} = re demain "4a dom) nee col 128K } og @ Coad | When dom (g) + >, 4 is fap : _Coreven Fumclion : 4: RR ws comune If i) dom ig) R™H " ebnven a € dom (£) , de[6,4] we fawe qm ee % 4 (Aer b-A y) < Ag) ead 44) The lure jour ; apa 4c) Df te alge , 4 <4 LAAw aia voluory hy Gxteeady) Geax? Ht t | | maayt Ae Co] aom Ki RL R bs newn ¢ 0) x(e)z0 VB x (x)=0 i oad only { we0eR” fb) n(ax) = ler ee) yaeR Qo nlery) Ra) tnly) a ae Jal) 7P ft poe iD Nalg:= Jaren when ou pe te . m. = Aigi®) “i mon onan ih) Alle= (= =, | 4 gootenia i= A Now 1 & COmiur (ae +@ady) = Ante t 2 n(A®) ¥K (toy) = Ante %b-A), r(y) (oa) nly) ‘ve wot abog n(Ax t tay Tnditator quntlion eC) af utc difined 03 T.0O= 0 jm ee co «gc oO 4) c=[o, 3) TeTota) & conuere 4 Cube conuege act ) dem (TZ) =C whieh w renee vw my € clon CT) , Ae +O-Ay edom (T,) Tee) = Tety) =0 TeCAe HN pres AT) Kay salfot futn Suphett unalin of a ait0 us dard 0s TO v= Sb yet Tt a ceTUne mr bt oy, 2, € dem (Te) FOAM +a) = gat Qat dw x)" ¥ 4 \-A) y) < Age) +64) rs conven > 4 (2) — Ha ss conver iN) concame 7 4 as comune 4c HAY) = AGG) tEAGY) ea we pian’ 4 of fouits fm ,%2 > -- 9% a ' 4( 3m) <= os ae fr, collrclen weeae 4 Rok | epi(Y):= | (2) eR! [gmee F cent {RR ux comet in RY ig ork oly ‘tha conver ab Ur Toe 3 Noun con 4 at) ah ‘yp coun ails. “bevel act tines | 2 fee dom (Pl4OsA?, fare ({) a (= x? bwa(4) = 1% edom(g)1X722¥ 92 | ewer | X22) = EE) te ieee ea: poruea , the 4 4 a nee wnaion i, dino ais 1 bit tgpi & Comune fonder fs conn on only 3} Pt omy mw her” , o(H= jen) i ov conver femton enR h Fats euden conden : oe “ $e thon tb is conuen ' ony A iodtp d conser sit ord ae yy ee ot 2, e dont) Ld 4% +VE@TG x) Serond exdew exdew conoliltion te = 4a tiuies L valet thew — ik & commen if ondk only 4 - dem() 1» 0 orsene nah and VEC)>O oy 4 =e yeeR ‘(x)= ae™ Content iE qna= aed® 20 Veet. 2) (2) Sls XER™ Vv 24 (a) = [Oo] nam fee 3) 4@= igo ** domf =@im) gor eS sn g1@) = “& 20 Neb comment eee a ee a ag aural vy ecdom() thin J yen =r ® efort, gndi= Alpe jt a A: conse a= 4, bath coma & conceit J sad= dom (GC eae devs pes con we Tp) 92 SpConic _combunalion dem a: n dom (41) convent act sez Hy € dem(p) / g (ant eDy) = Said +O) é Sri Pi4. oD 4uty) | = Sysig (x) + Grav 4ely) | ~ Zsoh Sf Sapy | = rg) +¢-+) ay) Papa |g) SoM, conwen LRPSR ks CONE thew 7 ) jet by) = £( 9D +GDy) +e) i ‘ nee 48) +0084 +) 4 d 4 (Aut 8) +(-A) chy ®) = Ag te) tea 9G | 4) 4()= 1Ax-4i),> « a4 (e+ ® is alse con -function , AeR™ = g (B(2)) g(” = jay conyut pte) =, Aa be offre > sa) Conn. 4 |4¢a)= [1 Ax-b1,? +1A1, —9 oonven. Peintise Manor Out s ait of mamebie, rabies \gisve § (A) =Amas (A) Claims ts ov conser $i Amaat(®).= Mn aK 4 Caty) = g (orgy) gq = max XAX are YT Scalan calion - I= F (4) is comune g Ua, cone 4deR Fyre eR 1g RR Wixi? Bobseconer ent 1 COT since Foon’ co (arX+e) + convene due if é g ope ens gc= F ler r[ hes ; m &) 1 x] * gyre 7A ig Joh Peale ruins olion m O dynin (to) = ee \ a ; conuer un bothay £ conve only wher ~ Cha conver abAbitinet ee win whe Xie pact] gi (X)s0, glo= =0, fem], perp | Standaxd four | arin 4c) ie 3 gimso je 182, amy “a Po =o pe 147 PS [spina nga fobs } Bb {® Z yer win 1) nw se anna alo ot gi afindoml * and, | Mees more ~ 4. , = REXSteak, wots A) yer” 4(x) > min 40) Bt 90 £0 soe <0 SS HiOsece meso sp 20. Viel] In y iach, vole wily an equality. conslbaunl ond “Nan lil coca oy 3 Elly eos a (=) U (e 4 e me. oe f(x) =° hy (D=0- = ° hi = o p20 spo “ffote) <0 nom consbearned te uneonsPiauned A) amity §@) HR 240) v xe ee (Cz, oN showy thar 4@) vt eas Aoi H> 0 Prt ye 2 be anit avi bei zeh x commer att Aa 4 GAz ©% Os. ae ~4 , (oy as whith TE EGAZ € 8D aS > 4@*< < 4(AF +69) mst ®] * ‘ > a opie b gee Te, Prewd. Fox tS: et ob a \ REK optimal 4 a c vse) (ya) 20 ey Proof: Foro “f srortioble comrwie qunelion 4( pz zs att) + vgn)” (4 x) wyeX, 7 suppo Vg” Cy -x*) 20 Vy eX, | > * 4p) > fee) vyex > ® b > Supbess ak ws splamal ond ag st vg cat)” (y- seo o(h= fC 2 +5 G- >) ptt) = D4cer +¥CG- x?) G- ) = vd(s att ECG ee CY ® x*) CH) \4o = V4 OE vy) <0 See nat ein al3 SL ab mmumimiggors 1s a connor Ath Lun ttl ¥ Wt aye wf , 3 §@ =4y) =4" <2) vzex Ge 69) 2 M4OAGCA LY sinew ae opi Valu , | fax +4 p= v Umea Px: eu wiahl cost dunction is Vlinuaw in thw 0 we et ay LP un equality ee AeRm™ mere cab prob (P aE fm | ee cm 2 et azo “ 2 sal” Find aueh that peas 1 min oTe Az=b ,%20 HER" Aye by L at he Ba cx ant as fire r “i air Find fawn bound rin. 07% yore wo) a: eR” + Ym (Oa) = barber Pn = 1 : gk gO hye : = por ' age tm gm JPR mu 20 Ax € gm4 yrasc™ | can & iat’ that Tx 2ury ? Gg. Ves | at | Yes siren we yee XR 9, for fant oat “| [yee ey ‘nb taset | ~~» another buntar i i Dual(D) sont hy HzO “Primal, problem (P Dual problrr (D> cer”, Aer™™” ,GER™ Dy Oo mans and OOF Zin gaen? | Bank, * POL = 9, dausnot fave af | 2 tyenm jeysc, Part je mt [Postma ee | dk be ae frgso BY 70 > . aol” of (2) | ATH SC Let amy go M70, Large m(gemp = Ampang se VM7 O as. Mas es —— Ta vy ar cging ) = SP 1 OG funov Dos wnbouundled ‘tnadidtion (B)has rolulion =) tte T ~ ub a mere tam by cee 7 : om (0 eRe Ax=0 x ZO[Abia foun of Faskas Lemmas @. Trerm| Ax < of 0) Lyerm) yao yO ye WD {xeR% pEeR” | Axtg=b, 4207 4 (Oo feast, 40 is (2) and van wien doy co be written as % = %~ x wily % 20,0 | : GD FRR, ERM ser” | Ax, = Aw+s=%, azezad [6 { aoa] AaB, azo} woe o> [ae], ae [ACER | a ‘ ' eRr™ é or R” xen) (fy en] Tyee 5 B75 one of GD onth Bar ely “> wy <0 -ATy <0 to ie Le) Le empty > 4 ww emply > gh has ore” : tot zee” pe, Btyre amt Sb -¥ | hy Wp Zeng Tans ghey yee grk <¢ , Gy) 20, ATCP=o6 ar 8 -bT gamsendyg © | @ gamit : rs a 4A BPA SB} dome nat han: ox aalilion enLb yrs grb eantles fete xr = 20 & can rovmaliye “fs = yb 4aatte ete #7R 20 oT te hy* a ihe ee 2 ATyr< C. er 20 ay Zofongangin em Win 4 gi 9i(%<0 4 em] Ay)=O gered L(x, dwd: = 40) t 5hO Tat ag x is gest 3 [qn zt Oz pea AB) = My PCa, 2: aCw) dab = 4 [4o + Za gor Sy't y ui Urxj2 & eoncaue wher L ws concaut inX, B : ke mn CTR | KER Ayx= ky, x20 Find Ld ond dem(d L(wA HW) = OT 4 pT(Ax-B) - 372 aae= inh Lm Aw) KHERY =a | ota tut (Ax-8) “ATH weR™ = -ph 4 inf [@ saat) «| ERY \ = i eTHHTA-J = 0 oo, othaé \east Norm gol™ tin S07! KERN st veh L = C2, K) Sole + vs (Ax-£) a(h) = nf Iz ote 4 TAH] = __xehe Lf ware Ka ATpe? | we Ae Gwe -F TA AT ATA uly Weak and St naw conwn are ge @ a, fl Kronur ital oe > SARE conditions mpi Es WER gt x416° > aoa Lyd) = tA a) sAo® 72 Hr) dQd.AD = igo yay A Aa ~ ant irda) - oo = fre = =- 0 =. 0 <4*4 mim =, =? ~~ MER? My = % 4 2S tw dR 1S 0 aF = ton cele gam LG A) =H 2” +A fx2ya?5) a(a= go ee) AJ ia, | j i = -) A-412° _o ‘ethoumse wm dC) = mons Ea 7 Az | Site a7 + “er re nin 4? ] ( wen” in (#)<0 etm] hy (O* 20 ce L(w, yy) =e 02 +S Alp e+ s i | ma ed fy i.) pot & be faut je (P) to WZ qo 2 4 +S fO*F a) 2 140 4554) ogee] . = 1, zB)3. a Liane te? ana (ar i oprival Sad arses thon “yes ona > Barge =e ¥ gilzt)<° => \"=° | soe > > gle) = : ais i: E . Ho Pre lap en pee solrtion of min CF eR” at gi 8° ve lm 4(e*) < 4 : cat) > ) ? Net posse L@{r)} 4° a nen > 4 OM at ihn [ 4@ gout? +E HO)Z0