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 ...

Metabolic network models are widely used in systems and synthetic biology to study cellular metabolism from microbes to mammals. However, their application to mammalian cells remains limited by the ...

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

where \(\mathsf{G}(\cdot)\) is some convex operator and \(\mathcal{F}\) is as set of feasible input distributions. Examples of such an optimization problem include finding capacity in information ...

The goal of this course is to investigate in-depth and to develop expert knowledge in the theory and algorithms for convex optimization. This course will provide a rigorous introduction to the rich ...

Fabrice Deschâtres, founder of Volptima and a former Goldman Sachs quant, has developed convex volatility interpolation (CVI), an algorithm to build implied volatility surfaces by framing the fit as a ...