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Decision Based Design
book

Decision Based Design

by Vijitashwa Pandey
August 2013
Intermediate to advanced content levelIntermediate to advanced
284 pages
11h 23m
English
CRC Press
Content preview from Decision Based Design
148 Decision Based Design
∩∞
5, 5[1, )
, which can be rewritten as the interval
1, 5 .
This implies that the problem requires minimization of a convex
function over a convex set and is therefore a convex optimization
problem.
2. Since f is a function of more than one variable, we need to check
the Hessian of the function for positive definiteness to determine
convexity. The Hessian is given by
61
12
which is positive definite. Since the feasible set is also a convex
set, the problem is a convex optimization problem.
5.3.1.2 Utility Maximization as a Convex Optimization Problem
In Chapter 3, we learned that most decision makers ...
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Publisher Resources

ISBN: 9781439882320