Prerequisites: EE 230, may be taken concurrently; graduate standing; or consent of instructor
Description: Covers recognizing and solving convex optimization problems in engineering applications. Explores convex sets, functions, and optimization problems. Includes basics of convex analysis, least-squares, linear and quadratic programs, semidefinite programming, minimax, and other problems. Addresses optimality conditions, duality theory, theorems of alternative and applications, interior-point methods, and applications in engineering.