Covers the fundamentals of convex optimization, including mathematical problems, minimizers, and solution concepts, with an emphasis on efficient methods and practical applications.
Explores KKT conditions in convex optimization, covering dual problems, logarithmic constraints, least squares, matrix functions, and suboptimality of covering ellipsoids.
Covers quantile regression, focusing on linear optimization for predicting outputs and discussing sensitivity to outliers, problem formulation, and practical implementation.