Convex and Linear Optimization
Course Code
CS2601
Session
Fall 2021
Homepage
Instructor(s)
Bo Jiang, Associate Professor (tenure-track)
John Hopcroft Center for Computer Science
Shanghai Jiao Tong University
Description
This is an introductory course on convex and linear optimization. Topics include basics of mathematical optimization, convex sets and functions, convex and linear optimization problems, basic algorithms for convex optimization, optimality conditions for unconstrained and constrained optimizations, Lagrange duality.