v2010.10.26 - Convex Optimization

PreludeThe constant demands of my department and university and theever increasing work needed to obtain funding have stolen much ofmy precious thinking time, and I sometimes yearn for the halcyondays of Bell Labs.−Steven Chu, Nobel laureate [81]Convex Analysis is the calculus of inequalities while Convex Optimization isits application. Analysis is inherently the domain of a mathematician whileOptimization belongs to the engineer. Practitioners in the art of ConvexOptimization engage themselves with discovery of which hard problems,perhaps previously believed nonconvex, can be transformed into convexequivalents; because once convex form of a problem is found, then a globallyoptimal solution is close at hand − the hard work is finished: Finding convexexpression of a problem is itself, in a very real sense, the solution.2001 Jon Dattorro. co&edg version 2010.10.26. All rights reserved.citation: Dattorro, Convex Optimization & Euclidean Distance Geometry,Mεβoo Publishing USA, 2005, v2010.10.26.7