Convex Analysis and Optimization
6.253 · Electrical Engineering and Computer Science · Graduate · Spring 2012
Prof. Dimitri Bertsekas
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.
The syllabus, on MIT OpenCourseWare
The full course — syllabus, assigned readings, problem sets, exams, and lecture notes — lives on OCW. These open the real thing:
Syllabus ↗
Course overview, grading, schedule
Readings ↗
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Assignments ↗
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Attribution
Prof. Dimitri Bertsekas. 6.253 Convex Analysis and Optimization. Spring 2012. Massachusetts Institute of Technology: MIT OpenCourseWare, https://ocw.mit.edu. License: CC BY-NC-SA 4.0.
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