Convex optimisation constitutes a fundamental area in applied mathematics where the objective is to identify the minimum of a convex function subject to a set of convex constraints. This framework ...

Transactions of the American Mathematical Society, Vol. 327, No. 2 (Oct., 1991), pp. 795-813 (19 pages) Let Γ(X) denote the proper, lower semicontinuous, convex functions on a Banach space X, equipped ...

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

Suppose we observe samples of a subset of a collection of random variables. No additional information is provided about the number of latent variables, nor of the relationship between the latent and ...

This course is available on the BSc in Data Science, BSc in Mathematics and Economics, BSc in Mathematics with Data Science, BSc in Mathematics with Economics and BSc in Mathematics, Statistics and ...