Convex Optimization Problem A convex optimization problem is one of the form minimize fo(x) subject to fi(x)<bi,i=1,...,m, where the functions fo,...,fm R"-R are convex,i.e.,satisfy fi(ax+By)<afi(x)+Bfi(y) for all,y∈R"and all a,3∈R with a+B=1,a≥0，B≥0. CLGO System Engineering by J.J.Gao 11+ - System Engineering by J. J. Gao 11 Convex Optimization Problem