EE364A Convex Optimization I

First part of a graduate sequence on convex optimization theory, algorithms, and applications.

Instructor: Anqi Fu

Term: Summer

Course Overview

This course concentrates on recognizing and solving convex optimization problems that arise in applications, particularly in electrical engineering. Selected topics: Convex sets, functions, and optimization problems. Basics of convex analysis. Least-squares, linear and quadratic programs, semidefinite programming, minimax, extremal volume, and other problems. Optimality conditions, duality theory, theorems of alternative, and applications. Interior-point methods. Applications to signal processing, statistics and machine learning, control and mechanical engineering, digital and analog circuit design, and finance.

Textbooks and Slides

Past Offerings

  • Winter 2020. Instructor: John Duchi. Teaching Assistant: Anqi Fu.