Convex problems

Posted: 2016-04-23 , Modified: 2016-04-23

Tags: convex optimization

Express the following as convex optimization problems.

\[\begin{align} & \min \rc 2 x^T P x + q^T x + r, &P\in S_+^h\\ & \min \ve{Ax-b}_262, &P=A^TA, q=A^Tb \text{ matching with above}\\ & (\text{optimality conditions: } Px^*+q=0, \quad A^TAx^* = A^Tb\\ & \min \ln \pa{\sum \exp(a_i^Tx+b_i)}\\ & \min - \sum \ln(b_i - a_i^Tx)\\ & \min \ln \det(F(x)^{-1}),& F(x) = F_0+\sum_i x_i F_i. \end{align}\]