Module 5 - Convex Sets

Homework:

Homework 3 is due in two weeks, Sunday at midnight

Learning Objectives

• Definition of Affine and Convex Sets
• Examples of Convex Sets

Readings

• Sections 2.1-2.3 of Convex Optimization

• Section 2.1 of Introduction to Algorithms for Machine Learning

• We will use CVX for the first time in the next two weeks. If you have time go to https://www.cvxpy.org/tutorial/dcp/ or https://cvxr.rbind.io/cvxr_examples/cvxr_intro/ to begin learning the basics