Course Schedule and Catalog
Course Schedule - Fall Semester 2006
Meeting location information can now be found on student schedules in ESTHER (for students) or on the Course Roster in ESTHER (for faculty and instructors).Additional information available here.
Meeting location information can now be found on student schedules in ESTHER (for students) or on the Course Roster in ESTHER (for faculty and instructors).Additional information available here.
CAAM 554 001 (CRN: 12029)
CONVEX OPTIMIZATION
Long Title: CONVEX OPTIMIZATION
Department: *Computational & Applied Math*
Instructor: Yin, Wotao
Meeting: 10:50AM - 12:05PM TR (28-AUG-2006 - 8-DEC-2006)
Part of Term: Full Term
Grade Mode: Standard Letter
Course Type: Lecture
Method of Instruction: Face to Face
Credit Hours: 3
Course Syllabus:
Section Max Enrollment: 25
Section Enrolled: 16
Enrollment data as of: 11-MAY-2024 12:13PM
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.