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Lecture
Optimal Transport: Convex Analysis
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Related lectures (29)
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Convex Sets and Functions
Introduces convex sets and functions, discussing minimizers, optimality conditions, and characterizations, along with examples and key inequalities.
Convex Functions
Covers the properties and operations of convex functions.
KKT Conditions: Convex Optimization
Explores the KKT conditions in convex optimization, including dual cones, SDP duality, and convex hulls.
Introduction to Convexity
Introduces the key concepts of convexity and its applications in different fields.
Convex Optimization: Examples of Convex Functions
Explores convex optimization, convex functions, and their properties, including strict convexity and strong convexity, as well as different types of convex functions like linear affine functions and norms.
Convex Functions: Theory and Applications
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Conjugate Duality: Envelope Representations and Subgradients
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Convex Optimization: Theory and Applications
Explores convex optimization theory, covering convex sets, functions, and QCQP duality.
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Introduces Fenchel conjugation, exploring its properties, examples, and applications in nonsmooth optimization problems and minimax formulations.