Lecture

Convex Optimization: Theory and Applications

In course

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Description

This lecture covers the theory and applications of convex optimization, focusing on convex sets, convex functions, and the dual of a quadratically constrained quadratic program. It explains how to determine if a set is convex, the composition rule for convex functions, and the dual problem of a QCQP. The lecture also demonstrates the convexity of specific functions and provides insights into reformulating problems as second-order cone programs.

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Instructor

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Official source

https://mediaspace.epfl.ch/media/0_t74nkq1v

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