Course

Mathematics - Convex Optimization

Indian Institute of Technology Kanpur

Course outline:

  • Basic facts of maxima & minima & convex optimization
    Important classes of convex optimization problems
    Convex sets & convex functions
    Differentiable convex functions
    Projection on a convex set and normal cone
    Sub differential of a convex
    Saddle point Conditions
    Karush-kuhn-Tucker Conditions
    Lagrangian duality and examples
    Strong duality & consequences
    Linear programming, basics & examples
    Basic results and the fundamental theorems of linear programming
    Simplex method
    Introduction to interior point methods
    Short step path following method
    Semi definite programming
    Approximate solutions
Course Lectures