ConvexOptimization

ConvexOptimization[f, cons, vars] finds values of variables vars that minimize the convex objective function f subject to convex constraints cons.

ConvexOptimization[..., "prop"] specifies what solution property "prop" should be returned.

Examples

Solve a convex optimization problem:

ConvexOptimization[x^2 + y^2, {x + y >= 1}, {x, y}]

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