MIT Electrical Engineering and Computer Science Spring 2004 Catalogue Supplement

6.291 Convex Analysis and Optimization (H)

L MW 2:30-4, Room 36-112
Professor Dimitri Bertsekas, Room 35-210, 3-7267
Prereq.: 18.06, 18.100
3-0-9

This course focuses on the core analytical issues of continuous optimization, duality, and saddle point theory, and develops them 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.