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Courses - Fall 2023
Electrical & Computer Engineering Department Site
Convex Optimization
Credits: 3
Grad Meth: Reg, Aud
Recommended: MATH410.
Credit only granted for: ENEE759F or ENEE662.
Focuses on recognizing, solving, and analyzing convex optimization problems. Convex sets, convex functions, convex and quasi-convex optimization problems. Duality theory and optimality conditions. Specific classes of problems including linear optimization (LP), semi-definite optimization (SDP), geometric programming. Algorithms for unconstrained and constrained optimization; interior-point methods. Applications in controls, communications, signal processing, statistics, and other areas.