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Convex optimization, a subfield of optimization, studies the problem of minimizing convex functions over convex sets. The convexity property can make optimization in some sense "easier" than the general case - for example, any local minimum must be a global minimum.

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large scale optimization with Python

I am dealing with the following optimization problem: $$ \underset{x}{\min} q(x) $$ subject to $$ l_{x} \leq x \leq u_{x} \,\,\,\, \text{ and } \,\,\,\, l_{a} \leq Ax \leq u_{a}. $$ where $q(x)$ is a …
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