O'Reilly logo

Convex Optimization by Lieven Vandenberghe, Stephen Boyd

Stay ahead with the world's most comprehensive technology and business learning platform.

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, tutorials, and more.

Start Free Trial

No credit card required

with variables x Rn, yk Rm, t R.

As another example, we consider the robust least-squares problem

Here we use Lagrange duality to evaluate ewc. The worst-case error ewc(x) is the squareroot of the optimal value of the (nonconvex) quadratic optimization problem

with u as variable. The Lagrange dual of this problem can be expressed as the SDP

(6.15)

with variables t, λ R. Moreover, as mentioned in §5.2 and §B.1 (and proved ...

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, interactive tutorials, and more.

Start Free Trial

No credit card required