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From my point of view sometimes cost function can be non-convex.

Is it exist non-convex optimization as math theory direction as convex-optimization or is this task unsolveable?

What books/courses can you recomend?

Thanks

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  • $\begingroup$ Answer for own questions after some time - such mathematical area in strict sense doesnt' exist at all. "All non-covnex optimization is combination of art and heuristics and some other stuff" - S.Boyd, EE364B ( L11, 35:35 youtu.be/upMWYV7S1Y0?t=2140) $\endgroup$ – bruziuz Nov 17 '17 at 5:55
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Non-convex optimization is as broad a subject as convex optimization so a book would only cover some parts and you'd definitely need to go further if you want to really have a big picture of the field.

That being said, I really like: Nonlinear and Mixed-Integer Optimization: Fundamentals and Applications from C.Floudas.

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  • $\begingroup$ Ok, thanks. I'm computer science guy. Relative to math courses in university - we try to localise convex parts and perform convex optimization in this places....But is non-convex optimization problem is solvable via some algorithms? (maybe with some general assumption) which doesn't need human task understanding or reformulation original non-convex problem to convex problem? $\endgroup$ – bruziuz Feb 29 '16 at 15:05
  • $\begingroup$ As I know - We(humans) don't know how to solve graph automorphism effectively, without factorial complexity...And this task sounds simpler then non-convex optimization. Thanks for reference to the book, I will be glad to any resources -- because for me it sounds like a magic. $\endgroup$ – bruziuz Feb 29 '16 at 15:12
  • $\begingroup$ I get skills in convex optimization and I liked it. I did it through S.Boyd book, I watched his courses EE364A/EE364B in youtube and attend in his course EE364A as remtoe student. I planed to read Boris Polyak book and look his lectures. $\endgroup$ – bruziuz Nov 17 '17 at 5:59

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