Convex Optimization

When to Use

Use this skill when working on convex-optimization problems in optimization.

Decision Tree

1. Verify Convexity

   • Objective function: Hessian positive semidefinite?
   • Constraint set: intersection of convex sets?
   • z3_solve.py prove "hessian_psd"

2. Problem Classification

   Type	Solver
   Linear Programming	scipy.optimize.linprog
   Quadratic Programming	scipy.optimize.minimize(method='SLSQP')