Convex optimization

Table of Contents Topics Linear Programming Linear Matrix Inequality Sum of Squares Piecewise Affine Functions Resources Courses People Numerical Optimization Tools for Convex Optimization Nonsmooth Optimization General Tools Benchmarks Communities

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