ENEE662: Convex Optimization

Credits: 3

Description

Focuses on recognizing, solving, and analyzing convex optimization problems. Convex sets, convex functions, convex and quasi-convex optimization problems. Duality theory and optimality conditions. Specific classes of problems including linear optimization (LP), semi-definite optimization (SDP), geometric programming. Algorithms for unconstrained and constrained optimization; interior-point methods. Applications in controls, communications, signal processing, statistics, and other areas.

Semesters Offered

Fall 2017, Fall 2018, Fall 2019, Fall 2020, Fall 2021, Fall 2022, Fall 2023, Fall 2024, Fall 2025