Downloads¶
The lecture notes and the exercise books in PDF, updated at every publication of the site, with the same numbering of definitions, theorems, examples and exercises as the website. Text and figures are released under CC BY 4.0.
Lecture notes¶
-
Lecture notes, volume 1 · Preliminaries: convex sets, functions and convex functions
Convex combinations and convex sets, functions of several variables (gradient, Hessian, level sets), norms, convex and concave functions, quadratic functions and their convexity. With worked examples.
-
Lecture notes, volume 2 · Optimization problems
Optimization problems with their optimal solutions, local and global optima, convex and concave problems, where every local optimum is global. With worked examples.
Exercises¶
-
Exercises, volume 1 · Preliminaries
Worked exercises on convex sets, functions of several variables, convex and concave functions and quadratic functions: convexity is always proved from the definition.
-
Exercises, volume 2 · Optimization problems
Worked exercises on optimization problems, local and global optima, convex and concave problems.
Slides¶
Preliminaries¶
- Chapter 1 · Convex sets
- Chapter 2 · Functions of several variables
- Chapter 3 · Convex and concave functions
- Chapter 4 · Quadratic functions