Convex sets, functions and optimization. Subgradients, continuity, Fenchel, conic, and Lagrangian duality. Nonsmooth analysis and generalized gradients. Self-concordance. Nonsmooth bundle methods.
Convex sets, functions and optimization. Subgradients, continuity, Fenchel, conic, and Lagrangian duality. Nonsmooth analysis and generalized gradients. Self-concordance. Nonsmooth bundle methods.