Convex Optimization I

CME 364A
3 units
June 26 - August 19, 2017
Section 1   T, TH  1:30PM - 3:20PM

Convex sets, functions, and optimization problems. The basics of convex analysis and theory of convex programming: optimality conditions, duality theory, theorems of alternative, and applications. Least-squares, linear and quadratic programs, semidefinite programming, and geometric programming. Numerical algorithms for smooth and equality constrained problems; interior-point methods for inequality constrained problems. Applications to signal processing, communications, control, analog and digital circuit design, computational geometry, statistics, machine learning, and mechanical engineering.

Prerequisite

Linear algebra, such as EE 263 (or equivalent) and basic probability

Notes

Syllabus

CME 364A Syllabus - 2013