Lecture

Convex Functions: Theory and Applications

In course

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Description

This lecture covers the concept of convex functions, including checking convexity along lines, the negative log-determinant function, convexity-preserving transformations, affine transformations, pointwise maximum and supremum, examples of convex functions, composition of convex functions, generalizations to concave functions, minimization problems, geometric intuition, Schur's Lemma, distance function to a convex set, perspective function, and relative entropy.

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Instructor

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Official source

https://mediaspace.epfl.ch/media/0_rtqfhm15

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Ontological neighbourhood

Mathematics

Analysis: Functional analysis

Algebra: Linear algebra

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