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6.253 Convex Analysis and Optimization, Spring 2004 / Convex Analysis and Optimization

Authors
  • Bertsekas, Dimitri
Publication Date
Jun 01, 2004
Source
[email protected]
Keywords
Language
English
License
Unknown

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.

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