MATH 245B. Convex Analysis and Optimization II (4 units)
Link to catalog page: https://catalog.ucsd.edu/courses/MATH.html#math245b
Description
Optimality conditions, strong duality and the primal function, conjugate functions, Fenchel duality theorems, dual derivatives and subgradients, subgradient methods, cutting plane methods. Prerequisites: MATH 245A or consent of instructor.
Prerequisite courses
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Successor courses
MATH 245B is a prerequisite of the following 1 courses: