Week 9- Convex Optimization Problems
Welcome to Week 9. During this week we will cover Chapter 4 of CVX-book, which introduces convex optimization problems. We have already been solving some of these problems, so we won’t go in depth into all the different types of convex problems like is done in the textbook. Instead we will cover log-concave functions, which are very important for statistical applications of convex optimization and was a topic that we did not have time for in the past two weeks, and then we will move on to discuss some optimization terminology that might be new, problem transformations and when they are useful, geometric programming, and multi-objective optimization.
Your fifth homework assignment available and due in two weeks, Sunday at midnight.
Here are more details on what you need to do this week:
- Go through module 9 and complete the week 9 readings.
- Attend our second meetup on Monday at 6:45 p.m. ET on Zoom
- Begin working on Lab 5