INTRODUCTION TO CONVEX OPTIMIZATION

Major
Mathematics
Quarter
Spring
Year
2020
Course Number
MATH CS 120, Section 2
Enrollment Code
56747
Instructor(s)
Date & Time
TR 9:30AM - 10:45AM
Location
Bldg 494, Room 164B

Course Description

Mathematical Optimization (least squares, linear programming...), Convex Sets (separating and supporting hyperplanes, dual cones and generalized inequalities...), Convex Functions (the conjugate function, quasiconvex functions...), Convex Optimization Problems, Duality...

Required Text

Stephen Boyd, Lieven Vandenberghe, Convex Optimization Cambridge University Press