6.253 Convex Analysis and Optimization, Spring 2004

Bertsekas, Dimitri

Author(s)

Bertsekas, Dimitri

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Alternative title

Convex Analysis and Optimization

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Abstract

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.

Date issued

2004-06

URI

http://hdl.handle.net/1721.1/70523

Department

Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science

Other identifiers

6.253-Spring2004

local: 6.253

local: IMSCP-MD5-69ba2e33bd2e74035f531c2e1380f111

Keywords

affine hulls, recession cones, global minima, local minima, optimal solutions, hyper planes, minimax theory, polyhedral convexity, polyhedral cones, polyhedral sets, convex analysis, optimization, convexity, Lagrange multipliers, duality, continuous optimization, saddle point theory, linear algebra, real analysis, convex sets, convex functions, extreme points, subgradients, constrained optimization, directional derivatives, subdifferentials, conical approximations, Lagrange multipliers, Fritz John optimality, Exact penalty functions, conjugate duality, conjugate functions, Fenchel duality, exact penalty functions, dual computational methods

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