Anatoli Iouditski

Convex Optimization I: Introduction

Lecture 1. Convex sets

Lecture 2. Theory of Linear Programming

Lecture 3. Convex functions

Lecture 4. Convex programing and Lagrange duality

Test problems

Convex Optimization II: Algorithms

Lecture 1. Introduction

Lecture 2. "Simple case" of dimension 1

Lecture 3. Methods with linear convergence

Lecture 4. Large-scale problems

Lecture 5. Smooth convex optimization

Supplements how to share a convex cake if you have one

Devoir 2012 (Fr)

Assignement 2012 (En)

Last updated Oct-5-2012