Convex Optimization

My solution of the homeworks of the MVA course Convex Optimization.

Includes:

• A solution to the LASSO regulariation problem, by deriving the dual and computing its solution via an interior point method (log-barrier, Newton method + backtracking line search)
• A solution to the SVM problem, by deriving the dual and computing its solution via an interior point method (log-barrier, Newton method + backtracking line search)