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40 Questions

Convexity of Variance Minimization

CPLEX non-convex Quadratic Programming algorithms

Solver rounding precision vs programming language rounding precision

Convex Maximization with Linear Constraints

YALMIP-like modeling environment in Python

Simplest way to eliminate redundant constraints due to a new cut

Sum of Max terms maximization

Armijo Line Search Parameters

Citing CPLEX 12.9

Global optimality condition of non-convex quadratic programs

Binary variable to count appearances

O.R. Brainteasers

Convex Optimization: Separation of Cones

Speed of convergence for minimizing Rosenbrock's function

Convexity of the variance of a mixture distribution

Ridge Regression lagrange duality

Polyhedra to Simplex by using convex combination of vertices

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

Academic Licenses of Baron & Knitro

Existence of Optimal Solution

Semi-definite Programming, non standard notation

GUROBI Re-optimize a model

MPS file generation

Column generation for a linear optimization problem

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

Local minimization of a function over a line

Analytically finding the maximizer of a trace optimization problem

Which solver solves PSD constrained convex non-linear problem

Concavity: Definition similar to sub-modularity

Convexity of the projection of a convex set