Convex Optimization

CLASS NOTES

  1. Introduction (Updated 04/08/13 17:30)

  2. The Directionl Derivative (Updated 04/01/13 17:00)

  3. Recognizing Convexity in the Smooth Case (Updated 04/01/13 17:00)

  4. Building New from Old (Updated 04/01/13 17:00)

  5. Polars, Cones, Dual Norms and Support Functionals (Updated 04/01/13 17:00)

  6. The Projection Theorem for Convex Sets (Updated 04/01/13 17:00)

  7. Descent Methods (Updated 04/02/13 10:45)

  8. The Gradient Projection Algorithm (Updated 04/02/13 18:15)

  9. Strong Separation Theorems (Updated 04/03/13 18:00)

  10. The Horizon, Relative Interior, and Closure of Convex Sets (Updated 04/03/13 18:00)

  11. The Horizon and Closure of a Convex Function (Updated 04/03/13 18:00)

  12. The Key Separation Theorem (Updated 04/08/13 17:30)

  13. The Conjugate and the Subdifferential (Updated 04/08/13 17:30)

  14. LPs, QPs, and LCPs and the Interior Point Algorithm (Updated 04/11/13 7:30)

Complete notes under construction (Updated 04/02/13 10:45)

Return to previous page.