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Dec 19, 2024
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ORIE 6328 - [Convex Analysis]
Spring. Next Offered: 2019-2020. 3 credits. Student option grading.
Prerequisite: ORIE 6300 or permission of instructor.
Staff.
Convex sets, functions and optimization. Subgradients, continuity, Fenchel, conic, and Lagrangian duality. Nonsmooth analysis and generalized gradients. Self-concordance. Nonsmooth bundle methods.
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