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Results for: Affiliation Massachusetts Institute of Technology Remove constraint Affiliation: Massachusetts Institute of Technology Keywords Convex functions Remove constraint Keywords: Convex functions Keywords Mathematical optimization Remove constraint Keywords: Mathematical optimization Polyu oer sim No Remove constraint Polyu oer sim: No Year 2009 Remove constraint Year: 2009

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  • Courseware 
    Introduction to Convex Optimization

    Introduction to Convex Optimization

    This course aims to give students the tools and training to recognize convex optimization problems that arise in scientific and engineering applications, presenting the basic theory, and concentrating on modeling aspects and results that are useful in applications. Topics include convex sets, convex functions, optimization problems, least-squares, linear and quadratic programs, semidefinite programming, optimality conditions, and duality theory. Applications to signal processing, control, machine learning, finance, digital and analog circuit design, computational geometry, statistics, and mechanical engineering are presented. Students complete hands-on exercises using high-level numerical software.

    Subjects:
    Mathematics and Statistics
    Keywords:
    Convex functions Mathematical optimization
    Resource Type:
    Courseware