6.253 -- Convex Analysis and Optimization
Course Description: 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. The mathematical theory of convex sets and functions is discussed in detail, and is the basis for an intuitive, highly visual, geometrical approach to the subject. Alternate years.

This class is at the Graduate level
Instructor: D. P. Bertsekas
Open Courseware Website
Prerequisites: 18.06, 18.100

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