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Title : 6.253 Convex Analysis and Optimization (MIT)

Title : 6.253 Convex Analysis and Optimization (MIT)

Description : This course will focus on fundamental subjects in (deterministic) optimization, connected through the themes of convexity, geometric multipliers, and duality. The aim is to develop the core analytical and computational issues of continuous optimization, duality, and saddle point theory using a handful of unifying principles that can be easily visualized and readily understood. The mathematical theory of convex sets and functions will be central, and will allow an intuitive, highly visual, geometrical approach to the subject. This theory will be developed in detail and in parallel with the optimization topics. The first part of the course develops the analytical issues of convexity and duality. The second part is devoted to convex optimization algorithms, and their applications to a variety

Description : This course will focus on fundamental subjects in (deterministic) optimization, connected through the themes of convexity, geometric multipliers, and duality. The aim is to develop the core analytical and computational issues of continuous optimization, duality, and saddle point theory using a handful of unifying principles that can be easily visualized and readily understood. The mathematical theory of convex sets and functions will be central, and will allow an intuitive, highly visual, geometrical approach to the subject. This theory will be developed in detail and in parallel with the optimization topics. The first part of the course develops the analytical issues of convexity and duality. The second part is devoted to convex optimization algorithms, and their applications to a variety

Fromsemester : Spring

Fromsemester : Spring

Fromyear : 2010

Fromyear : 2010

Creator :

Creator :

Date : 2013-01-11T01:35:41+05:00

Date : 2013-01-11T01:35:41+05:00

Relation : 6.253

Relation : 6.253

Language : en-US

Language : en-US

Subject : convexity

Subject : convexity

Subject : optimization

Subject : optimization

Subject : geometric duality

Subject : geometric duality

Subject : Lagrangian duality

Subject : Lagrangian duality

Subject : Fenchel duality

Subject : Fenchel duality

Subject : cone programming

Subject : cone programming

Subject : semidefinite programming

Subject : semidefinite programming

Subject : subgradients

Subject : subgradients

Subject : constrained optimization

Subject : constrained optimization

Subject : gradient projection

Subject : gradient projection