Introduction - linear algebra fundamentals - Solving linear equations with factored matrices - Block elimination
and Schur complements - Convex sets - Convex functions – examples.
Classes of Convex Problems - Linear optimization problems - Quadratic optimization problems - Geometric
programming - Vector optimization -Reformulating a Problem in Convex Form.
Lagrange Duality Theory and KKT Optimality Conditions - Interior-point methods- Primal and Dual
Decompositions – Applications.