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What I have to learn to be able to understand this textbook

  1. Mar 5, 2015 #1
    I have been given the opportunity to work with a phd student to do research. He said that something that he would like to work on with me is a topic on Convex Optimization.

    He gave me this paper to read chapters 1-6 which I will link here:

    http://stanford.edu/~boyd/papers/pdf/admm_distr_stats.pdf

    I read the first two chapters and I had some ideas of what was going on but I didn't have the same mathematical intuition that I have with math that I can fully grasp.

    He told me to read a textbook called convex optimization first which will help me to better understand what is going on in the research paper.

    In the text book introduction it says:

    "The only background required of the reader is a good knowledge of advanced calculus and linear algebra. If the reader has seen basic mathematical analysis (e.g., norms, convergence, elementary topology), and basic probability theory, he or she should be able to follow every argument and discussion in the book. "

    I'm currently a junior studying computer engineering so I have completed all of the required calculus and liner algebra as well as basic probability. I am not so sure that this is the same math that they are describing here because I am very good with the calculus from school, but a lot of these things go over my head.

    If someone could give me some advices on what I should know to have a solid understanding of convex optimization that would be very helpful.
     
  2. jcsd
  3. Mar 5, 2015 #2

    Simon Bridge

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    Sounds like you are a year or two behind the level you really need - fortunately you don't need all of it.
    You should also look at the college algebra and calculus text books for the next level from what you've done already.

    Basically when you don't understand something in the paper consult the text, in the text then look up the terms etc.
    Standard solo learning stuff. Get as far as you can before going to the PhD person for more help - at that level people are happy to help others over the bumps if they show that they have done a lot of work already.
     
  4. Mar 6, 2015 #3
    "Advanced" calculus is also known as real analysis, where you do all the proofs. So, it's not your grandma's calculus that you learn for a computer engineering degree. Also, there are different levels of linear algebra.
     
  5. Mar 14, 2015 #4
    I'm currently reading Introduction to Analysis by Rosenlicht which isn't too bad so far, I'm able to solve some of the proofs and problems in the beginning. I'll start reading the Analysis book along side the CO book, but I really don't like learning math which I don't grasp. I guess this has to be a new experience for me.

    Right before I posted, I went to the phd student for help, but I didn't even know where to begin with questions I had from about 8 pages of reading which took me like 12 hours. Hopefully these advanced math texts will fill in my gaps of understanding.

    I figured these were topics not of ordinary calculus and linear algebra when I was reading and had no idea what was going on. The student gave me the project because I said I was really good with calculus and linear algebra, I guess when smart people talk about such subjects they are meaning the advanced versions. Oh well, it should be an exiting journey.
     
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