[uptownfunk]

Does this have any application to SOTA ML?

[nextos]

Yes, AFAIK to regularized regression which you would typically use in problems with more variables than instances, such as GWAS.

[TrackerFF]

Dunno if support vector machines are still considered "SOTA", but that would be one of the most obvious examples of a convex optimization problem (and probably a good starting point for students trying to tie ML and convex optimization)