Week 5-Convex Sets

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Author

George I. Hagstrom

Published

February 24, 2025

During this week we will begin learning the tools we need to formulate and solve convex optimization problems. We will talk more about general optimization problems and look at convexity from the perspective of constraints. We will present the definition of a convex set and give several example, and discuss how these examples arise when formulating problems.

Your third homework assignment has been posted and is going to be due two Sundays from now.

Here are more details on what you need to do this week: