6.253 Convex Analysis and Optimization

Spring 2004

Textbook cover of Convex Analysis and Optimization.
Textbook cover of Convex Analysis and Optimization, by Dimitri Bertsekas, Athena Scientific, 2003, ISBN: 1-886529-45-0. (Image courtesy of Dimitri Bertsekas.)

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.
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Prof. Dimitri Bertsekas

Course Meeting Times

Two sessions / week
1.5 hours / session