This course will introduce students to real analysis, linear algebra and convex optimization. Students will be expected to explore and learn the core concepts associated with set theory, the real number system, metric spaces, continuous functions, differentiation, Riemann integration, interchange of limit operations, systems of linear equations, manipulation of matrices, linear transformations, orthogonality, eigenvalues/eigenvectors, convex sets, convex functions, (un)constrained optimization, and duality