The branch of mathematical programming dealing with the theory and methods of solving problems of minimization of convex functions on convex sets defined by systems of equalities and inequalities. There exists a quite complete theory of convex programming, and numerous methods have been developed for solving problems in this field. A priori estimates of convergence have been established for many iterative methods of convex programming. Quadratic programming is a branch of convex programming.
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Convex programming. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Convex_programming&oldid=18112