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ass: center, middle

Introduction to Convex Optimization, chapter 1, Introduction-

Topics to cover

What is mathematical optimization

Least-squares and linear programming

Convex optimization

How to read the book


What is mathematical optimization ?

  • Can be written in a canonical form

    • $$ \begin{align} \text{minimize} \quad f_0(x) \ \text{such that} \quad f_i(x) \leq b_i, i=1,\dots,m \end{align} $$
  • B

    • B1
    • B2
  • C

    • C1