6.253 Convex Analysis and Optimization

Class Info

Core analytical issues of continuous optimization, duality, and saddle point theory, and development using a handful of unifying principles that can be easily visualized and readily understood. Discusses in detail the mathematical theory of convex sets and functions which are the basis for an intuitive, highly visual, geometrical approach to the subject. Convex optimization algorithms focus on large-scale problems, drawn from several types of applications, such as resource allocation and machine learning. Includes batch and incremental subgradient, cutting plane, proximal, and bundle methods.

This class has 18.06, 18.100A, 18.100B, and 18.100C as prerequisites.

6.253 will not be offered this semester. It will be instructed by D. P. Bertsekas.

This class counts for a total of 12 credits. This is a graduate-level class.

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