Course Description This course discusses basic convex analysis (convex sets, functions, and optimization problems), optimization theory (linear, quadratic, semidefinite, and geometric programming; ...

Taiwanese Journal of Mathematics, Vol. 16, No. 1 (February 2012), pp. 387-408 (22 pages) Abstract The purpose of the present paper is to introduce and investigate the function classes k-𝒮𝒫(α, β) and ...

What are some recent advances in non-convex optimization research? This question was originally answered on Quora by Anima Anandkumar.

IEMS 459: Convex Optimization VIEW ALL COURSE TIMES AND SESSIONS Prerequisites Linear Algebra, Calculus , Real Analysis Description The goal of this course is to investigate in-depth and to develop ...

where \(\mathsf{G}(\cdot)\) is some convex operator and \(\mathcal{F}\) is as set of feasible input distributions. Examples of such an optimization problem include finding capacity in information ...

We introduce convex and, in particular semidefinite optimization methods, duality, and complexity theory to shed new light on this relation. For the single stock problem, given moments of the prices ...