This is a repository with some of my notes from my self-study of Convex Optimization by Boyd and Vandenberghe. I will also add problem solving components.
This course discusses basic convex analysis (convex sets, functions, and optimization problems), optimization theory (linear, quadratic, semidefinite, and geometric programming; optimality conditions ...
ABSTRACT: In this paper, a modified version of the Classical Lagrange Multiplier method is developed for convex quadratic optimization problems. The method, which is evolved from the first order ...