- Syllabus
- Lecture 1 Introduction
- Lecture 2 Convex Sets
- Lecture 3 Convex Functions Homework 1
- Lecture 4 Convexity and Continuity
- Lecture 5 Existence of Solutions and Optimality Conditions
- Lecture 6 Convex Optimization Problems Homework 2
- Lecture 7 Separation Theorems and Intro to Duality
- Lecture 8 Strong Duality Theorems: Slater, Linear Constraints Homework 3
- Lecture 9 Primal-Dual Optimality Conditions Homework 4
- Lecture 10 Duality and Sensitivity Homework 5
- Lecture 11 Unconstrained Minimization: Gradient Methods
- Lecture 12 Gradient Methods Convergence
- Lecture 13 Constrained Minimization: Gradient Projection Methods
- Lecture 14 Newton Method Homework 6
- Lecture 15 Newton Method and Self-concordant Functions
- Lecture 16 Newton Method for Equality Constrained Problems, Interior Point Method
- Lecture 17 Nondifferentiable Convex Minimization Problems
- Lecture 18 Subdifferential Properties Homework 7
- Lecture 19 Subgradient Projection Method Notes
- Lecture 20 Solving Dual Problems Notes
- Lecture 21 Conic Programming Homework 8
- Presentation Schedule