Networks Communications Research Group
This course builds the ability of recognizing and solving convex optimization problems that arise in applications.
Contents are as follow:
First, Convex sets, functions, and optimization problems.
Second, Basics of convex analysis.
Third, Least-squares, linear and quadratic programs, semidefinite programming, minimax, extremal volume, and other problems.
Forth, Optimality conditions, duality theory, theorems of alternative, and applications. Interior-point methods.
Last, Applications to signal processing, statistics and machine learning, control and mechanical engineering,
digital and analog circuit design, and finance.
Wed 16:30-18:00(IT Convergence Eng. B/D (E3) - 112), Thu16:30-18:00(IT Convergence Eng. B/D (E3) - 112)
convex optimization (available online) stephen boyd and lieven vandenberghe cambridge univers