Outline:

• Convexity
  • What is convexity?
  • Convex optimization

Reading list:

• Nocedal-Wright, Numerical Optimization. (Chapter 1)
• Boyd-Vandenberghe, Convex Optimization. (Chapter 2 and 3)
• CMU, Convex Optimization (Lecture 2 and 4)
  https://www.stat.cmu.edu/~ryantibs/convexopt-F18/
• Stanford CS 229 (Tutorial)
  http://cs229.stanford.edu/section/cs229-cvxopt.pdf
• UCSD ECE 273 (Tutorial)
  http://eceweb.ucsd.edu/~gert/ECE273/CvxOptTutPaper.pdf

Researchers should cite this work as follows:

• Stanley H. Chan (2020), "ECE 595ML Lecture 4.2: Introduction to Optimization - Convexity," https://nanohub.org/resources/32213.

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