After students have learned the basic knowledge of operations research and operations management, this course will further introduce an advanced analysis method in operations research and operations management, namely convex optimization theory and its applications. This course aims to give students the training to recognize nonlinear optimization problems that arise in business and engineering applications, presenting the basic theory, and concentrating on modeling aspects and results that are useful in applications. The course covers mathematical programming and combinatorial optimization from the perspective of convex optimization, which is a central tool for solving large-scale problems. Topics include convex sets, convex functions, optimization problems, semidefinite programming, duality theory and robust optimization. Applications to machine learning, economics, and statistics are presented.