Non-convex optimization is now ubiquitous in machine learning. While previously, the focus was on convex relaxation methods, now the emphasis is on being able to solve non-convex problems directly.

S. Boyd and L. Vandenberghe, Convex Optimization, Cambridge University Press, 2004. (This book is available on-line, but I strongly recommend to buy a hardcopy). Optional or Other References. D.

We complement our theoretical results with an empirical evaluation of the non-convex case, in which we use an integer program solver as our optimization oracle. We find that for the problem of ...

Financial executive pay is a convex function of profits if recipients get a greater increment in pay when returns are high as opposed to moderate, compared with when returns are moderate as opposed to ...