In this paper we consider min-max convex semi-infinite programming. To solve these problems we introduce a unified framework concerning Remez-type algorithms and integral methods coupled with penalty ...

S. N. Afriat, The Output Limit Function in General and Convex Programming and the Theory of Production, Econometrica, Vol. 39, No. 2 (Mar., 1971), pp. 309-339 ...

Course Description This course discusses basic convex analysis (convex sets, functions, and optimization problems), optimization theory (linear, quadratic, semidefinite, and geometric programming; ...

Extensive lecture notes covering all parts of the course will be provided. Students interested in further readings can look at the books below. D Bertsimas and J N Tsitsiklis, Introduction to Linear ...

ABSTRACT Acceptability pricing is formulated, for the dual problem, as a disciplined convex program solvable by the software CVXOPT. Forward starting options are used to illustrate the procedures for ...