Convex Sets: Theory and Applications

Related lectures (28)

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Covers the concept of convex functions and their applications in optimization problems.

Explores the Rockafellar Theorem in optimal transport, focusing on c-cyclical monotonicity and convex functions.

Covers optimization problems in path finding and portfolio allocation.

Explores geodesic convexity in metric spaces and its applications, discussing properties and the stability of inequalities.

Explains linear constraints and the concept of a polyhedron in optimization problems.

Explores VC dimension, gradient descent, convex sets, and Lipschitz functions in convex optimization.

Explores Lagrange multipliers, minimax theorems, and convex subsets in optimal transport theory.

Explores elementary results in convex optimization, including affine, convex, and conic hulls, proper cones, and convex functions.

Covers the KKT conditions and convex optimization, discussing constraint qualifications and tangent cones of convex sets.

Explores convex functions, global minima, and their relationship with differentiability.