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In the last two decades, a number of fundamental and practical results have been obtained in the area of
convex optimization theory. It is a well-developed area, both in the theoretical and practical aspects, and the engineering community has greatly benefited from these recent advances by finding applications.
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Linear programming (LP, also called linear optimization) is a method to achieve the best outcome (such as maximum profit or lowest cost) in a mathematical model whose requirements are represented by linear relationships.
Linear programming is a special case of mathematical programming (also known as mathematical optimization).. More formally,
linear programming is a technique for the ... The Frank–Wolfe algorithm is an iterative first-order optimization algorithm for constrained convex optimization.Also known as the conditional gradient method, reduced gradient algorithm and the convex combination algorithm, the method was originally proposed by Marguerite Frank and Philip Wolfe in 1956. In each iteration, the Frank–Wolfe algorithm considers a linear approximation of the ... BEST! Primal-dual interior-point methods Rar.
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