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40 Questions

Column generation for a linear optimization problem

How to get an extreme ray of an LP from Gurobi

Appropriate Rotation Matrix in Nonconvex Optimization with Barrier

Polyhedra to Simplex by using convex combination of vertices

Cases where RLT/SDP relaxation does not work well with standard quadratic optimization

Convexity of the variance of a mixture distribution

Maximizing 1-norm: using binary variables to relax non-convexity

Identifying saddle point in constrained optimization

Local minimization of a function over a line

Radial unboundedness vs convexity

Analytically finding the maximizer of a trace optimization problem

Approximation methods for a mixed integer convex optimization problem

Which solver solves PSD constrained convex non-linear problem

Optimize probability parameter in an optimal control problem

Concavity: Definition similar to sub-modularity

Minimizing a variable over the intersection of simplex and linear constraints

Existence of Optimal Solution

Academic Licenses of Baron & Knitro

Gurobi C++: adding variables with vector

Ridge Regression lagrange duality

Semi-definite Programming, non standard notation

Convexity of the projection of a convex set

Convex Optimization: Separation of Cones

GUROBI Re-optimize a model

CPLEX Python API

Speed of convergence for minimizing Rosenbrock's function

Single KKT solution for a simple problem: proof of being minimizer

Armijo Line Search Parameters

YALMIP-like modeling environment in Python

O.R. Brainteasers