Convex Analysis and Optimization OpenCourseWare: A Free MIT Graduate Study Course on Deterministic Optimization
The Massachusetts Institute of Technology (MIT) is offering the 'Convex Analysis and Optimization' OpenCourseWare. The free graduate course is part of the Electrical Engineering and Computer Science Department and shows students the various analytical theories of convex sets. Students taking this course are usually pursuing a graduate degree in Electrical Engineering and Computer Science.
Convex Analysis and Optimization: Course Specifics
| Degree Level | Free | Audio | Video | Downloads |
|---|---|---|---|---|
| Graduate | Yes | No | No | Yes |
| Lectures/Notes | Study Materials | Tests/Quizzes |
|---|---|---|
| Yes | No | No |
Convex Analysis and Optimization: Course Description
Graduate students taking the 'Convex Analysis and Optimization' OpenCourseWare can learn about the themes of Lagrange multipliers, saddle point theory, duality and convexity and its association with optimization. The free course also helps students develop analytical issues and mathematical theories of convex sets and continuous optimization principles. Some of the lecture topics include convex sets and functions, epigraphs, convex and nonconvex optimization problems and recession cones. One of the lecture topics also includes a discussion on dual computational methods, which examined the incremental subgradient methods and cutting plane methods. The MIT course was taught by Professor Dimitri Bertsekas in 2004 as a lecture class with two sessions per week. The course used Bertsekas' textbook 'Convex Analysis and Optimization,' where homework problems were derived from and solutions to the problems were made available on his website. Students taking this course should have previous knowledge in nonlinear programming, linear programming, linear algebra and real analysis.
This OpenCourseWare includes lecture notes. If you are interested in taking this free course, visit the optimization and convex analysis course page.
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