Convex Optimization -- Spring 2013

Convexity has deep roots in geometry and analysis, and it has in the recent years proved to be a key concept in nonlinear optimization. Indeed, there is hardly a field that does not rely on convex optimization in one way or the other. This basic course introduces basic ideas of convex analysis and convex optimization. Our initial focus will be on convex analysis, and on modeling problems as convex problems, while later on in the course we will shift focus to different algorithms for convex optimization---with dominant attention to more scalable optimization methods.