The goal of this course is to investigate in-depth and to develop expert knowledge in the theory and algorithms for convex optimization. This course will provide a rigorous introduction to the rich ...

Purdue faculty dedicate countless hours to exploring the frontiers of their respective fields, pushing the boundaries of knowledge and contributing to the ever-evolving landscape of academia. To ...

This course discusses basic convex analysis (convex sets, functions, and optimization problems), optimization theory (linear, quadratic, semidefinite, and geometric programming; optimality conditions ...

This is a preview. Log in through your library . Abstract We apply conjugate duality to establish the existence of optimal portfolios in an assetallocation problem, with the goal of minimizing the ...