MATH 245BConvex Analysis and Optimization II
Optimality conditions, strong duality and the primal function, conjugate functions, Fenchel duality theorems, dual derivatives and subgradients, subgradient methods, cutting plane methods.
Optimality conditions, strong duality and the primal function, conjugate functions, Fenchel duality theorems, dual derivatives and subgradients, subgradient methods, cutting plane methods.