Maths foundations
Optimisation
Convex sets and functions, duality, and the algorithms that find minima, from least squares to portfolio choice.
About 30 hours of study.
Where to learn it
Read
Convex Optimization
Stephen Boyd, Lieven Vandenberghe
Chapters 1–5, then the applications you need
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Watch
Practise
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Suggest oneWrong chapter, dead link, or know something better? Tell us on GitHub.
Which roles ask for it
- Quantitative researcher / analyst in the first year
- UGC NET computer science to get hired