#Convex Optimization

Convex optimization is the alchemy of mathematics boasting to solve every global problem with a single-stroke path. In reality it locks you in the cage of “convex functions”, ignoring any inconvenient curves. The path to the optimum is a one-way street that leaves no room for getting lost, regardless of who tries it. Yet the real world is full of nonconvex traps, casting a cold stare at such casual assumptions. Promising efficiency and guarantees, it is nonetheless a devil in a sweet ideal skin, evoking deep sighs from weary engineers.