Various statistical estimation and learning theory problems, as well as problems in engineering, economics, finance, and geometry can be formulated as convex optimization problems with side constraints on the shape of some underlying function. Such constraints include nonnegativity, monotonicity, and convexity. After presenting a number of applications, we shall discuss approaches for the efficient solution of these models.
| Departamento de Ingeniería Industrial |
| Facultad de Ciencias Físicas y Matemáticas | Universidad de Chile |
República 701, Santiago, Chile | Teléfono:(562)978-4072 | Fax:(562)978-4011