Portfolio Optimization, Quantitative Finance, Python Programming, Convex Optimization, Data Science.
point is still in the set. Example of a convex set (Google Image). (A) are convex sets and (B) are non-convex sets in the picture. Definition of a convex function: Definition of a convex function (Convex Optimization by Boyd and Vandenberghe) You can draw a line, connecting any two points of a