Friday, 08 June 2018, 14:00 at MR21, Centre for Mathematical Sciences – Part of the CCIMI short course ‘First-order methods for large scale optimisation problems’ Instructor: Stephen Becker, University of Colorado Lecture 2: Convex optimization problems and optimality Convex optimization problems are defined, and classical structured problems (LP, SOCP, SDP) are introduced. Topics include: duality, optimality, KKT conditions, sensitivity, strong duality, Slater’s …