Convex Optimization
Graduate course, Azarbaijan Shahid Madani University, Dept. of Mathematics, 2020
This text is designed for Ph.D studented in the mathematics discipline. It discusses theory and some application of the convex optimization.
Contents
| Week | Subjects | Related Preparation |
|---|---|---|
| 1 | Introduction | Chapter 1- Pages 1-16 |
| 2 | Convex sets | Chapter 2- Pages 21-60 |
| 3-4 | Convex functions | Chapter 3- Pages 67-113 |
| 5-8 | Convex optimization problems | Chapter 4- Pages 127-189 |
| 9-12 | Duality | Chapter 5- Pages 215-273 |
| 13-14 | Unconstrained minimization | Chapter 9- Pages 457-514 |
| 15-16 | Equality constrained minimization | Chapter 10- Pages 521-557 |
Evaluation System
| Semester Requirements | Number | Percentage of Grade |
|---|---|---|
| Attendance/Participation | 1 | 5 |
| Quizzes/Studio Critics | - | - |
| Homework/Assignments | 4 | 20 |
| Project | 5 | 25 |
| Midterms/Oral Exams | 5 | 25 |
| Final/Oral Exam | 5 | 25 |
| Total | 20 | 100 |
| PERCENTAGE OF SEMESTER WORK | 15 | 75 |
| PERCENTAGE OF FINAL WORK | 5 | 25 |
| Total | 20 | 100 |