This term is devoted to basic theory of convex optimization and focuses on the tools to develop efficient numerical methods
- Introduction, convex sets & cones, relative interior (ru, en)
- Conjugate cones (ru, en)
- Matrix calculus and automatic differentiation (ru, en). Autodiff tutorial
- Convex functions (ru, en)
- Subdifferential (ru, en)
- Simple optimality conditions (ru, en)
- Conjugate functions (ru, en). Demo of smoothing effect
- ККТ optimality conditions (ru, en)
- Intro to duality (ru, en)
- Conic duality intro
- Linear programming and simplex method (ru, en)
