MathematicsCoreMTH-OPT-237
Convex Sets & Functions
convexity, Jensen, epigraphs
- Difficulty
- 3 / 5
- Importance
- 5 / 5
- Study time
- 4–8.5 h
- Kind of work
- Practice
Why it matters
Choosing the best under constraints; central to operations research, ML training, engineering design and business resource allocation.
Where it is used
Supply chains, pricing algorithms, portfolio optimization, neural network training, logistics, ad auctions.
How you know you have learned it
Produce working code/model + convergence/validation/error analysis.
Resources
- Introduction to Linear Programming — Bertsimas & Tsitsiklis Book
- Convex Optimization (Boyd & Vandenberghe) — Boyd & Vandenberghe Book
- Convex Optimization (Boyd & Vandenberghe) — Boyd & Vandenberghe Book