Courses:

Course Info

• Course Number / Code:
• 6.253 (Spring 2004) 
• Course Title:
• Convex Analysis and Optimization 
• Course Level:
• Graduate 
• Offered by :
• Massachusetts Institute of Technology (MIT)
  Massachusetts, United States  
• Department:
• Electrical Engineering and Computer Science 
• Course Instructor(s):
• Prof. Dimitri Bertsekas 
• Course Introduction:
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• 
  
  6.253 Convex Analysis and Optimization
  
  
  
  

  Spring 2004

  
  
  

  
  
  

  Course Highlights

  
  
  

  This course site features a complete set of lecture notes.

  
  
  

  Course Description

  
  
  

  6.253 develops the core analytical issues of continuous optimization, duality, and saddle point theory, using a handful of unifying principles that can be easily visualized and readily understood. The mathematical theory of convex sets and functions is discussed in detail, and is the basis for an intuitive, highly visual, geometrical approach to the subject.