kisdma/optimization-fupm

Lectures on introduction to convex analysis and convex optimization theory

Introduction to convex analysis and convex optimization theory, Department of Control and Applied Mathematics, Fall 2020

Lectures on introduction to convex analysis and convex optimization theory

Syllabus

1. Introduction and convex sets
2. More about convex sets
3. Cones and dual cones
4. Convex functions
5. More facts about convex functions
6. Subgradient calculus
7. Intro to optimality conditions and conjugate functions
8. Duality
9. KKT
10. Linear programming problem
11. Idea of simplex method