6.253 | Spring 2012 | Graduate

Convex Analysis and Optimization

Course Description

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 …
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.
Learning Resource Types
Problem Sets with Solutions
Exams with Solutions
Lecture Notes
Three graphs illustrating min common/max crossing problems.
Min common/max crossing problems. See Lectures 8–9 for more information. (Image by MIT OpenCourseWare.)