A set is a convex set if it contains the segment between any two of its points. A function is a convex function if for . A convex optimisation problem minimises a convex function subject to convex inequality constraints and affine equality constraints .
Quantitative Finance · Glosarium
Apa itu Convex set, convex function, convex optimisation problem?
Dikenal juga sebagai: convex set · convex function · convex optimisation problem