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lecture1 notes - LECTURE SLIDES ON CONVEX ANALYSIS AND...

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LECTURE SLIDES ON CONVEX ANALYSIS AND OPTIMIZATION BASED ON 6.253 CLASS LECTURES AT THE MASS. INSTITUTE OF TECHNOLOGY CAMBRIDGE, MASS SPRING 2012 BY DIMITRI P. BERTSEKAS http://web.mit.edu/dimitrib/www/home.html Based on the book “Convex Optimization Theory,” Athena Scientific, 2009, including the on-line Chapter 6 and supple- mentary material at http://www.athenasc.com/convexduality.html All figures are courtesy of Athena Scientific, and are used with permission. 1
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LECTURE 1 AN INTRODUCTION TO THE COURSE LECTURE OUTLINE The Role of Convexity in Optimization Duality Theory Algorithms and Duality Course Organization 2
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