Convex Optimization

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Related lectures (30)

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Convex Optimization: Introduction and Sets

Covers the fundamentals of convex optimization, including mathematical problems, minimizers, and solution concepts, with an emphasis on efficient methods and practical applications.

Convex Sets: MGT-418 Lecture

On Convex Optimization covers course organization, mathematical optimization problems, solution concepts, and optimization methods.

Convex Optimization: Elementary Results

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

Convex Optimization: Convex Functions

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

Optimal Transport: Rockafellar Theorem

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

Convex Sets: Mathematical Optimization

Introduces convex optimization, covering convex sets, solution concepts, and efficient numerical methods in mathematical optimization.

Convex Sets and Functions

Introduces convex sets and functions, discussing minimizers, optimality conditions, and characterizations, along with examples and key inequalities.

Convex Functions: Theory and Applications

Introduces convex functions, covering affine, convex, and conic hulls, transformations, inequalities, and conditions for convexity.

KKT and Convex Optimization

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

Conjugate Duality: Envelope Representations and Subgradients

Explores envelope representations, subgradients, and the duality gap in convex optimization.