Convex Optimization I

Gain the necessary tools and training to recognize convex optimization problems that confront the engineering field. Learn the basic theory of problems including course convex sets, functions, and optimization problems with a concentration on results that are useful in computation. Develop a thorough understanding of how these problems are solved and the background required to use the methods in research or engineering work.

Topics Include

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