Convex Optimization for Engineering

3 Units

This course will focus on the development of a working knowledge and skills to recognize, formulate, and solve convex optimization problems that are so prevalent in engineering. Applications in control systems; parameter and state estimation; signal processing; communications and networks; circuit design; data modeling and analysis; data mining including clustering and classification; and combinatorial and global optimization will be highlighted. New reliable and efficient methods, particular those based on interior-point methods and other special methods to solve convex optimization problems will be emphasized. Implementation issues will also be underscored. Recommended preparation: MATH 201 or equivalent.