Convex Optimization Live Blog

I’ll be live blogging my graduate course on convex optimization this semester (Fall 2024). The course is based on the text Convex Optimization by Stephen Boyd and Lieven Vandenberghe.

Lecture 1: Introduction

1. Convex Optimization in the Age of LLMs

Table of Contents

Part I: Modeling

Lecture 2: Programmable convexity. Examples of Convex Sets and how to generate them.

Lecture 3: Separating hyperplanes.

1. Think local, act global. Convex optimization problems are the ones where local search finds global solutions.

2. Degrees of separation. Separating hyperplane theorems and their implications.

Part II: Applications

Part III: Algorithms