Convex Optimization: Introduction and Sets

This lecture introduces the basics of convex optimization, focusing on mathematical optimization problems, global and local minimizers, and solution concepts. It covers affine, convex, and conic sets, along with examples such as polyhedra, Euclidean balls, and ellipsoids. The instructor emphasizes the significance of efficient numerical methods and the purpose of the course in recognizing and formulating optimization problems. Key takeaways include understanding optimization problem ingredients, solution methods, and the course outline.