e e 578

E E 578 Optimization in System Sciences (3)
Covers convex sets, separation theorems, theorem of alternatives and their applications, convex analysis, convex functions, conjugation, subgradients, convex optimization, duality and applications, linear and semi-definite programming. Linear matrix inequalities, optimization algorithms, applications in system theory and control, bilinear, rank minimization, optimization software. Offered: jointly with A A 578/M E 578; Winter