MATH_O 563 - Convex Optimization and Non-smooth Analysis

Separation and support properties of convex sets; polar, tangent, and normal cones; Fenchel conjugation; subgradient calculus for convex functions; Fenchel duality for convex optimization problems; algorithms for non-differentiable optimization; non-smooth analysis and optimization for non-convex objects. [3-0-0]

Credits: 3.00

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