EECE 564 - Convex Optimization

Convex sets, functions, and problems; basics of convex analysis; least-squares, linear, quadratic, geometric, and semi-definite programs; duality theory; numerical linear algebra and algorithms; MATLAB-based tools for convex optimization; applications to in signal processing, networking, control, circuit design, etc. Prerequisites: EECE 506 or working knowledge of linear algebra, exposure to probability, and some familiarity with MATLAB, or Instructor permission. Offered every third spring semester. 3 credits