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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