everything.study
ORI 391Q.15

Convex Optimization

3 Hours

The fundamentals of convex optimization with a focus on modeling, computation and scale: convex sets and functions, unconstrained optimization via first and second-order methods, duality, constrained optimization, SDPs, stochastic and sub-gradient descent methods, ADMMs, and applications. Only one of the following may be counted: Electrical and Computer Engineering 381K (Topic 18), Electrical Engineering 381K (Topic 18), 381V (Topic: Large Scale Optimization), Operations Research and Industrial Engineering 391Q (Topic 15).

Prerequisites & course information

The fundamentals of convex optimization with a focus on modeling, computation and scale: convex sets and functions, unconstrained optimization via first and second-order methods, duality, constrained optimization, SDPs, stochastic and sub-gradient descent methods, ADMMs, and applications. Only one of the following may be counted: Electrical and Computer Engineering 381K (Topic 18), Electrical Engineering 381K (Topic 18), 381V (Topic: Large Scale Optimization), Operations Research and Industrial Engineering 391Q (Topic 15).

Sources