Past exam of the continuous optimisation course of the University of Oxford / 2025 / 3 / a

Table of contents
- Solution a

Solution

If

x, y

are feasible points and

0 \leq t \leq 1

, concavity gives

c_{i} (t x + (1 - t) y) \geq t c_{i} (x) + (1 - t) c_{i} (y) \geq 0

for every

i

. Thus the feasible set is a convex set. Since the objective function is convex, this is a convex optimization problem.

 Ancestors (11)

 View article source

 Discussion (0)

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.

  See all articles in the same topic Create my own version