Introduction to convex analysis and convex optimization theory, Department of Control and Applied Mathematics, Fall 2020 Lectures on introduction to convex analysis and convex optimization theory Syllabus Introduction and convex sets More about convex sets Cones and dual cones Convex functions More facts about convex functions Subgradient calculus Intro to optimality conditions and conjugate functions Duality KKT Linear programming problem Idea of simplex method