Basics of convex analysis: Convex sets, functions, and optimization problems. Optimization theory: Least-squares, linear, quadratic, geometric and semidefinite programming. Convex modeling. Duality theory. Optimality and KKT conditions. Applications in signal processing, statistics, machine learning, control communications, and design of engineering systems.
Prefix
E E
Number
578
Credits
4
Variable Credit?
No
Credit/no-credit only?
No
Prereq
A A 510, CHEM E 510, E E 510, or M E 510
Joint Class?
Yes
With
A A 578/CSE 578/M E 578
Offered
Winter