printer friendly pageCME 364A: Convex Optimization I (CS 334A, EE 364A)
Convex sets, functions, and optimization problems. The basics of convex analysis and theory of convex programming: optimality conditions, duality theory, theorems of alternative, and applications. Least-squares, linear and quadratic programs, semidefinite programming, and geometric programming. Numerical algorithms for smooth and equality constrained problems; interior-point methods for inequality constrained problems. Applications to signal processing, communications, control, analog and digital circuit design, computational geometry, statistics, machine learning, and mechanical engineering. Prerequisite: linear algebra such as
EE263, basic probability.
Terms: Win, Sum
| Units: 3
Instructors:
Boyd, S. (PI)
;
Diamond, S. (PI)
;
Agrawal, A. (TA)
...
more instructors for CME 364A »
Instructors:
Boyd, S. (PI)
;
Diamond, S. (PI)
;
Agrawal, A. (TA)
;
Barratt, S. (TA)
;
Creus-Costa, J. (TA)
;
Dean, J. (TA)
;
Diamond, S. (TA)
;
Garg, S. (TA)
;
Kim, J. (TA)
;
Mani, N. (TA)
;
Pathak, R. (TA)
;
Sholar, J. (TA)
;
Spear, L. (TA)
;
Tefagh, M. (TA)
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