Convex Analysis & Optimization

Catalog description

This course covers affine and convex sets, cones, affine and convex functions, quasi-convex and pseudo-convex functions, convex optimization, linear and quadratic optimization, convex optimization algorithms and software, duality, applications to function approximation and interpolation, applications to statistical estimation and machine learning, Caratheodory’s Theorem, extreme points and faces of convex sets, polyhedral convex sets and functions, and related topics.