AI engineering glossary · Calculus optimisation
What is convex optimisation?
Convex optimisation: The study of minimising a convex function over a convex set. Such problems have no spurious local minima and can be solved reliably and efficiently. Linear programs, least squares, logistic regression and support vector machines are convex problems.
Convex optimisation: an example
Fitting logistic regression with cross-entropy loss is convex in the weights, so different starting points end at the same solution.
Related terms
More Calculus optimisation terms
- Convex set
- Coordinate descent
- Cosine annealing
- Derivative
- Derivative-free optimisation
- Differentiability
- Directional derivative
- Duality
Where you learn it
Convex optimisation is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.