Answers:
A convex optimisation problem refers to a mathematical programming problem where all the constraints that define the problem are convex functions. This implies that all the constraints are of ≤ type and the objective function is required to be minimised.
A Convex Function
A convex optimisation problem is depicted graphically in the figure.
The graph shows that a convex function is a region that lies below and up to the boundary. In other words, a function is convex if any two points within the plane are joined by a straight line, which lies entirely inside the region. Problems of convex functions are easy to solve.