Convex Optimization and Game Theory

Lecture slides:

1. Convex Analysis

2. Operator Theory

3. Convex Optimization

4. Monotone Game Theory

Reference material:

• Bauschke, Combettes, "Convex analysis and monotone operator theory in Hilbert spaces", Springer, 2nd ed.

• Berinde, "Iterative approximation of fixed points", Springer, 2nd ed.

• Rockafellar, Wets, "Variational analysis", 3rd print.

• Combettes, Pesquet, "Fixed-point strategies in data science", IEEE Trans. Signal Processing, 2021.

• Ryu, Boyd, "A primer on monotone operator theory", Appl. Comp. Math., 2016.