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Introduction to Convex Optimization

Massachusetts Institute of TechnologyUnited States6.079
Free, no sign-up neededFall 2009English
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This course aims to give students the tools and training to recognize convex optimization problems that arise in scientific and engineering applications, presenting the basic theory, and concentrating on modeling aspects and results that are useful in applications. Topics include convex sets, convex functions, optimization problems, least-squares, linear and quadratic programs, semidefinite programming, optimality conditions, and duality theory.

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