Lecture

Convex Optimization: Theory and Applications

In course

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Description

This lecture covers the theory and applications of convex optimization. Topics include the convexity of the log-determinant function, convexity-preserving transformations, affine transformations, examples of convex functions, Schur's Lemma, distance function convexity, perspective function, relative entropy, and convexity with generalized inequalities.

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Instructor

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Official source

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Ontological neighbourhood

Mathematics

Algebra: Linear algebra

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