Convex analysis and dual structure

Study the geometry that supports optimization through separation, subgradients, conjugacy, and monotone operators.

10 published lessons1 module303 min of guided study
  1. 01
    Convex analysis and dual structureadvanced · 10 lessons

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Convex analysis and dual structure

Study the geometry that supports optimization through separation, subgradients, conjugacy, and monotone operators.

  1. 01

    Convex hulls and Carathéodory’s theorem

    Compress a mixture using affine dependence while keeping its location and nonnegative weights unchanged.

    27 min
  2. 02

    Separating hyperplanes and support functions

    Turn an outside point into a linear certificate and reconstruct a closed convex set from directional bounds.

    29 min
  3. 03

    Extended-real convex functions

    Encode feasibility with infinity while keeping properness, domain geometry, and objective arithmetic precise.

    27 min
  4. 04

    Epigraphs and lower semicontinuity

    Use closed epigraphs and sublevel compactness to explain when a convex infimum is attained.

    28 min
  5. 05

    Subgradients and supporting hyperplanes

    Replace a derivative with global affine lower bounds and handle corners without guessing an ordinary slope.

    30 min
  6. 06

    Fenchel conjugacy and biconjugation

    Encode the best affine lower bounds by slope and recover a closed proper convex objective from them.

    31 min
  7. 07

    Fenchel–Rockafellar duality

    Derive a dual lower bound, verify a relative-interior qualification, and distinguish dual attainment from primal existence.

    33 min
  8. 08

    Infimal convolution and Moreau envelopes

    Split a cost between components and derive smooth regularization from a uniquely attained proximal problem.

    32 min
  9. 09

    Maximal monotone operators and resolvents

    Interpret implicit updates as resolvents and distinguish maximal graph extension from unusually large slopes.

    34 min
  10. 10

    Convex feasibility and projection geometry

    Derive projection certificates, analyze alternating projections, and separate feasibility from nearest-point optimization.

    32 min
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