CSCI 5254 - Convex Optimization and Its Applications Course uri icon



  • 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).


  • Chen, Lijun  
    Primary Instructor - Spring 2018 / Spring 2019 / Fall 2020