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Convex conjugate - Wikipedia
In mathematics and mathematical optimization, the convex conjugate of a function is a generalization of the Legendre transf ormation which applies to non-convex functions. It is also known as Legendreâ€“Fenchel transf ormation, Fenchel transf ormation, or Fenchel conjugate (after Adrien-Marie Legendre and Werner Fenchel). The convex conjugate is widely used for constructing the dual probl em in optimiza
harapon1012 2013/10/03
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å®®ä»£ éš†å¹³ ã® web ãƒšãƒ¼ã‚¸ï¼ˆæ•´æ•°è¨ˆç”»æ³•ãƒ¡ãƒ¢ï¼‰
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harapon1012 2013/04/11
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Convex Optimization â€“ Boyd and Vandenberghe
A MOOC on convex optimization, CVX101, was run from 1/21/14 to 3/14/14. If you register for it, you can access all the course materials. More material can be found at the web sites for EE364A (Stanford) or EE236B (UCLA), and our own web pages. Source code for almost all examples and figures in part 2 of the book is available in CVX (in the examples directory), in CVXOPT (in the book examples direc
harapon1012 2013/04/04
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2007-1.dvi
åˆ— ç”Ÿæˆæ³•ã¨è¡Œç”Ÿæˆæ³•ã‚’ç”¨ã„ãŸå®¹é‡åˆ¶ç´„ã®ãªã„ãƒãƒƒãƒˆ ãƒ¯ãƒ¼ã‚¯ãƒ‡ã‚¶ã‚¤ãƒ³å•é¡Œã®è¿‘ä¼¼è§£æ³• A Golumn and a Row Generation Heuristic for the Uncapacitated Network Design Probl em ç‰‡å±±â€ƒç›´ç™»â€ƒæµé€šçµŒæ¸ˆå¤§å¦â€ƒæµé€šæƒ…å ±å¦éƒ¨ 1 ã¯ã˜ã‚ã« å®¹ é‡ åˆ¶ ç´„ ã® ãª ã„ ãƒãƒƒãƒˆ ãƒ¯ ãƒ¼ ã‚¯ ãƒ‡ ã‚¶ ã‚¤ ãƒ³ å• é¡Œ (Uncapacitated Network Design Prob- lem : U N D ) ã¯ï¼Œã‚¢ãƒ¼ã‚¯ ä¸Šã® å®¹é‡ã® åˆ¶ç´„ ã‚’è€ƒæ…® ã—ãª ã„ãƒãƒƒãƒˆãƒ¯ ãƒ¼ã‚¯ ã«ãŠã„ ã¦ï¼Œé©åˆ‡ ãª ãƒãƒƒãƒˆ ãƒ¯ ãƒ¼ ã‚¯ ã® å½¢ çŠ¶ ã¨ å¤š å“ ç¨® ã® ãƒ• ãƒ ãƒ¼ ã‚’ æ±‚ ã‚ ã‚‹ å• é¡Œ ã§ ã‚ ã‚Šï¼Œé€š ä¿¡ ãƒãƒƒãƒˆ ãƒ¯ ãƒ¼ ã‚¯ è¨ è¨ˆï¼Œäº¤é€šãƒãƒƒãƒˆãƒ¯ãƒ¼ ã‚¯è¨è¨ˆã‚„ è¼¸é€ãƒ»é… é€ãƒãƒƒãƒˆãƒ¯ãƒ¼ã‚¯ è¨è¨ˆãªã© ã«æ§˜ã€…ãªå¿œç”¨åˆ†é‡Ž ãŒ å˜ã™ã‚‹å•
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å¼· ã„å¼·åˆ¶åˆ¶ç´„å¼ã‚’ç”¨ã„ãŸå®¹é‡åˆ¶ç´„ã®ãªã„ãƒãƒƒãƒˆãƒ¯ãƒ¼ ã‚¯ãƒ‡ã‚¶ã‚¤ãƒ³å•é¡Œã® Lagrange ç·©å’Œæ³• A Lagrange Relaxation Method for the Uncapacitated Network Design Probl em with Strong Forcing Constraints ç‰‡å±±â€ƒç›´ç™»â€ƒæµé€šçµŒæ¸ˆå¤§å¦â€ƒæµé€šæƒ…å ±å¦éƒ¨ 1 ã¯ã˜ã‚ã« å®¹ é‡ åˆ¶ ç´„ ã® ãª ã„ ãƒãƒƒãƒˆ ãƒ¯ ãƒ¼ ã‚¯ ãƒ‡ ã‚¶ ã‚¤ ãƒ³ å• é¡Œ (Uncapacitated Network Design Prob- lem : U N D ) ã¯ï¼Œã‚¢ãƒ¼ã‚¯ ä¸Šã® å®¹é‡ã® åˆ¶ç´„ ã‚’è€ƒæ…® ã—ãª ã„ãƒãƒƒãƒˆãƒ¯ ãƒ¼ã‚¯ ã«ãŠã„ ã¦ï¼Œé©åˆ‡ ãª ãƒãƒƒãƒˆ ãƒ¯ ãƒ¼ ã‚¯ ã® å½¢ çŠ¶ ã¨ å¤š å“ ç¨® ã® ãƒ• ãƒ ãƒ¼ ã‚’ æ±‚ ã‚ ã‚‹ å• é¡Œ ã§ ã‚ ã‚Šï¼Œé€š ä¿¡ ãƒãƒƒãƒˆ ãƒ¯ ãƒ¼ ã‚¯ è¨ è¨ˆï¼Œäº¤é€šãƒãƒƒãƒˆãƒ¯ãƒ¼ ã‚¯è¨è¨ˆã‚„ è¼¸é€ãƒ»é…
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http://www.cs.cmu.edu/~arielpro/summer/slides/vohra.pdf
harapon1012 2013/03/12
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