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Title: Convex Optimization
Department: Mathematics
Author: Dr. Joydeep Dutta
University: IIT Kanpur
Type: WebLink
Abstract: Basic facts of maxima & minima & convex optimization.
Important classes of convex optimization problems.
Convex sets & convex functions
Differentiable convex functions
Projection on a convex set and normal cone
Sub differential of a convex.
Saddle point Conditions.
Karush-kuhn-Tucker Conditions
Lagrangian duality and examples.
Strong duality & consequences.
Linear programming, basics & examples.
Basic results and the fundamental theorems of linear programming
Simplex method
Introduction to interior point methods
Short step path following method .
Semi definite programming
Approximate solutions.
 
   
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