其實學convex optimization,除咗學一堆definition/theory, 同algorithm for solving convex optimization problem (e.g. interior point method), 最最最重要係學識identify 條問題係唔係一條convex optimization problem,identify 倒基本上就做完,你只要用返啲convex optimization solver 就得,仲會guarantee 有global optimal。
其實係engineering 入面,包括machine learning la, 去到最尾要solve 嘅問題都係一條optimization problem。 咁好多時嗰solution space 唔係convex, 我地就期望用啲好似gradient descent 揾倒嗰local optima 係close to global optima啦,而另一個approach 就係approximate 嗰 objective function with a convex function 再去做convex optimization。