Convex Optimization and Analysis

Subject: 
Combinatorics & Optimization (CO)
Catalog number: 
663
Unit weight: 
0.50
Meet type: 
LEC
Grading basis: 
NUM
Cross-listing(s): 
N/A
Requisites: 
N/A
Description: 
An introduction to the modern theory of convex programming, its extensions and applications. Structure of convex sets, separation and support, subgradient calculus for convex functions, Fenchel conjugacy and duality, Lagrange multipliers. Ellipsoid method for convex optimization.
Topic titles: 
N/A
Faculty: 
Mathematics (MAT)
Academic level: 
GRD
Course ID: 
000250