Courses / Electrical Engineering / 3 units / EE 364A: Convex Optimization I
 

Convex Optimization I

EE 364A
3 units
June 26 - August 19, 2017

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 EE263, basic probability.

Notes

Syllabus

EE 364A/CME 364A/CS 334A Syllabus - 2013