ABSTRACT
Convex programming (CP) refers to the minimization of a convex function of one or several variables over a convex set. The convex set is often defined in terms of inequalities involving other convex functions. We begin by describing the basic problems of CP. We then discuss characterizations of the solutions given by the Karush-Kuhn-Tucker (KKT) Theorem, the concept of duality, and use these tools to solve certain CP problems.
