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

The goal of this course is to investigate in-depth and to develop expert knowledge in the theory and algorithms for convex optimization. This course will provide a rigorous introduction to the rich ...

Given a separated dual system (E, E'), the Fenchel transform determines a pairing of the convex functions on E with the convex functions on E'. This operation is shown to have a continuity property.

The course will take an in-depth look at the main concepts and algorithms in convex optimization. The goal is to develop expert knowledge in duality and in the design and analysis of algorithms for ...