A great tutorial on convex optimization
Categories: Math Toolbox
Yes, I know that it's late, but I can't sleep.
Several months ago, I wrote a few posts on various mathematical tools that might be of use to those doing more rigorous methods of soccer analytics. I came across a really nice tutorial paper on convex optimization written by Haitham Hindi, a scientist at PARC (Palo Alto Research Center, formerly owned by Xerox). It's like taking a course by Stephen Boyd (based heavily on the convex optimization book by Boyd and one of his former graduate students), but a lot less intimidating. It also helps that Hindi was one of Boyd's PhD students.
If you look around Hindi's professional website, you'll find another tutorial paper that completes the introduction to convex optimization.
I'm still not sure if there is any application to problems that I am investigating, but it's another tool to add to the toolbox. And besides, I think convex optimization is really cool.