Course Schedule and Catalog

Long Title: CONVEX OPTIMIZATION

Department: *Computational & Applied Math*

Grade Mode: Standard Letter

Course Type: Lecture

Credit Hours: 3

Description: Convex optimization problems arise in communication, system theory, VLSI, CAD, finance, inventory, network optimization, computer vision, learning, statistics, etc, even though oftentimes convexity may be hidden and unrecognized. Recent advances in interior-point methodology have made it much easier to solve these problems and various solvers are now available. This course will introduce the basic theory and algorithms for convex optimization, as well as its many applications to computer science, engineering, managment science and statistics. Convex optimization problems arise in communication, system theory, VLSI, CAD, finance, inventory, network optimization, computer vision, learning, statistics. Topics covered: Convex sets and functions, convex conic programming (including linear, quadratic, second-order cone and semidefinite programming), duality theory, interior-point algorithms, and various applications. Recommended Prerequisite(s): Linear algebra and basic analysis. Matlab programming experience will help. No previous background in linear or nonlinear optimization is required. Repeatable for Credit.