Mosregtoday

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Convex concave up Concave concave down

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Logit Probit

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back up not concave Logit Probit

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convex function convex convex set

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Convex Function Concave Function con V V

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Jensen

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Jensen Jensen f f E X leq E f X

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g t concave log det X concave 5 convex conjugate variational representation

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2011 1

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Non Convex Optimization

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h cdot matrix increasing concave X SVD X U Sigma V H manifold optimization unitary matrices U V

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concave function convex function concave convex 6

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