CSCI 5254 - Convex Optimization and Its Applications Course uri icon

Overview

description

  • Discuss basic convex analysis (convex sets, functions and optimization problems), optimization theory (linear, quadratic, semidefinite and geometric programming; optimality conditions and duality theory), some optimization algorithms (descent methods and interior-point methods), basic applications (in signal processing, control, communications, networks, statistics, machine learning, circuit design and mechanical engineering, etc.), and some advanced topics (distributed decomposition, exact convex relaxation, parsimonious recovery).

instructor(s)

  • Chen, Lijun  
    Primary Instructor - Spring 2018 / Spring 2019