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    Convex Analysis and Optimization

    As taught in: Spring 2004

    An abstract geometric piece with green, blue and purple transparent shapes over a grid background.

    Textbook cover of Convex Analysis and Optimization, by Dimitri Bertsekas, Athena Scientific, 2003, ISBN: 1-886529-45-0. (Image courtesy of Dimitri Bertsekas.)

    Instructors:

    Prof. Dimitri Bertsekas

    MIT Course Number:

    6.253

    Level:

    Graduate

    Course Features

    Course Description

    6.253 develops the core analytical issues of continuous optimization, duality, and saddle point theory, 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.