Convex optimisation constitutes a fundamental area in applied mathematics where the objective is to identify the minimum of a convex function subject to a set of convex constraints. This framework ...

This course discusses basic convex analysis (convex sets, functions, and optimization problems), optimization theory (linear, quadratic, semidefinite, and geometric programming; optimality conditions ...

The course will take an in-depth look at the main concepts and algorithms in convex optimization. The goal is to develop expert knowledge in duality and in the design and analysis of algorithms for ...