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MATH 245BConvex Analysis and Optimization II

4 units · MATH · UC San Diego

Optimality conditions, strong duality and the primal function, conjugate functions, Fenchel duality theorems, dual derivatives and subgradients, subgradient methods, cutting plane methods.

Before you enroll

Prerequisites

From the catalog: “MATH 245A or consent of instructor.”

What it opens up

Courses that list MATH 245B as a prerequisite (1)

  • MATH 245C Convex Analysis and Optimization III