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Convex optimization

Behzad Samadi edited this page Dec 26, 2022 · 21 revisions

Table of Contents

Topics

  • Introduction
  • Convex Sets
  • Convex Functions
  • Convex Optimization
    • Linear Program
    • Quadratic Program
    • Second Order Cone Program
    • Geometric Program
    • Semidefinite Program
  • Duality
    • KKT Conditions
  • Applications
    • Approximation and Fitting
    • Linear Control
    • Statistical Estimation
    • Geometric Problems
    • Sum of Squares
  • Numerical Algorithms
    • Unconstrained minimization
    • Equality constrained minimization
    • Interior-point methods

Linear Programming

Linear Matrix Inequality

Sum of Squares

Piecewise Affine Functions

= Graduated Non-Convexity

Resources

Courses

People

Numerical Optimization

Tools for Convex Optimization

Solvers

Mixed Integer Programming

Nonsmooth Optimization

General Tools

Benchmarks

of large-scale systems profiles

Communities

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