 # Convex Optimization

## Log Barrier Minimization: An Intuitive Approach

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This post deals with the minimization of the log barrier function that is:     where defined as     We shall attempt an intuitive explanation...

## Markowitz Portfolio Optimization in Stock Market Analysis

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The following lecture talks about the Markowitz Portfolio Optimization problem in convex optimization. Indeed, many variants of this problem exists, but the classical one looks like...

## Introduction of Convex Optimization

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Mathematical optimization is a problem that takes the following form (1)   where is a vector containing all the variables of the problem (2)   The...

## Strong Alternatives

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The above lecture is brought to you by Skillshare. In a previous post of mine, we introduced weak alternatives. As a small reminder, consider the following...

## Weak Alternatives

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Let us say we are interested in checking whether system hereby defined as (1)   is feasible or not. In other words, could we find a...

## Perturbation & Sensitivity Analysis

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In this lecture, we talk about Perturbation and Sensitivity Analysis. But what does that mean ? Well, consider our good old looking optimization problem that looks...

## Equivalent Reformulations

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In this lecture, we talk about equivalent reformulations, that are reformulations done on the initial problem of the form (1)   A very interesting question is...

## Cone Programming on CVXOPT in Python

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In a previous post of mine, I talked about CVXOPT Programming. In this one, we’ll introduce cone programming. So first things first. Cone programming is a...

## CVXOPT Programming

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Before I talk about CVXOPT programming, I’m assuming that you know what a convex optimization (or at least an optimization) problem is. If you don’t, it’s...