Course Description. This course discusses basic convex analysis (convex sets, functions, and optimization problems), optimization theory (linear, quadratic, semidefinite, and geometric programming; ...

We have an upcoming workshop as well: Advances in non-convex analysis and optimization You can also see my recent interview with David Beyer, where I talk about convex vs. non-convex optimization ...

At its core, convex analysis examines functions whose graph lies below every chord connecting two points, a property that provides the foundation for diverse inequality formulations.

IEMS 459: Convex Optimization VIEW ALL COURSE TIMES AND SESSIONS Prerequisites Linear Algebra, Calculus , Real Analysis Description. The goal of this course is to investigate in-depth and to develop ...

Basic tools from convex analysis. Lagrangian duality and Karush-Kuhn-Tucker conditions. First-order methods and convergence guarantees, including conditional gradient descent and stochastic gradient ...