Today, we’re going to be talking about convex sets. I’ll start off by just describing what an affine set is and then a convex set. We’ll go through some examples, then we’ll talk about how you make more complicated convex sets from simpler ones and talk about a few other topics towards the end. This should be review to start off. We can form from any two points – we can parameterize the line going through those two points using a parameter such as Theta. In this example, ? can vary over the whole real line, and it should trace out the whole line. ...

See the whole transcript at Convex Optimization I - Lecture 02