The main result proved in this paper is that the ratio of the square of a nonnegative convex function to a strictly positive concave function is convex over a convex domain. Some particular cases of ...

This course discusses basic convex analysis (convex sets, functions, and optimization problems), optimization theory (linear, quadratic, semidefinite, and geometric programming; optimality conditions ...

Acceptability pricing is formulated, for the dual problem, as a disciplined convex program solvable by the software CVXOPT. Forward starting options are used to illustrate the procedures for ...