Convex Analysis and Optimization

Free, no sign-up neededSpring 2012English

About this course

This course will focus on fundamental subjects in convexity, duality, and convex optimization algorithms. The aim is to develop the core analytical and algorithmic issues of continuous optimization, duality, and saddle point theory using a handful of unifying principles that can be easily visualized and readily understood.

Description from MIT OpenCourseWare.

Where to take this course