Convex Optimization

About this course

Concentrates on recognizing and solving convex optimization problems that arise in applications. Convex sets, functions, and optimization problems. Basics of convex analysis. Least-squares, linear and quadratic programs, semi-definite programming, min-max, external volume, and other problems. Optimality conditions, duality theory, theorems of alternative, and applications. Interior-point methods. Applications to signal processing, communications, statistics, machine learning, control, and mechanical engineering, digital and analog circuit design, and finance.

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Arezou Keshavarz, Ph.D.