EE 364M: Mathematics of Convexity

Course Description

This course covers the elegant mathematical underpinnings of convex optimization, with a focus on those analytic techniques central to the successes of the field. Topics include, but are not limited to, convex sets and functions, separation theorems, duality, set-valued analysis, and the mathematical insights central to the development of modern optimization methods. Pre- or co-requisite: EE364A, and mathematical analysis at the level of MATH171.