Convex Analysis and Optimization

Course Description

This course will focus on fundamental subjects in convexity, duality, and convex optimization algorithms. The aim is to develop the core analytical and algorithmic issues of continuous optimization, duality, and saddle point theory using a handful of unifying principles that can be easily visualized and readily understood. — Course material by Prof. Dimitri Bertsekas, MIT OpenCourseWare, used under CC BY-NC-SA 4.0. Original: https://ocw.mit.edu/courses/6-253-convex-analysis-and-optimization-spring-2012/