Week 7- Convex Functions

Click here to read about Week 7.

During this week, we will begin learning about convex functions, which will be the objective functions for convex optimization problems. We will go over the definition of convexity and present a number of different examples of convex functions. We will discuss what convexity means and why it is such a crucial property for optimization theory. We will talk about Jensen’s inequality and discuss some applications to risk in uncertain situations.

Your fourth homework assignment is available this Sunday at midnight.

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

• Go through module 7 and complete the week 7 readings.
• Attend our second meetup on Monday at 6:45 p.m. ET on Zoom
• Begin working on Lab 4