Convex Optimization II

Description

Continuation of EE364A Convex Optimization I. Subgradient, cutting-plane, and ellipsoid methods. Decentralized convex optimization via primal and dual decomposition. Alternating projections. Exploiting problem structure in implementation. Convex relaxations of hard problems, and global optimization via branch and bound. Robust optimization. Applications in areas such as control, circuit design, signal processing, and communications. Substantial project.

Prerequisites

EE364A