Laboratory for Control, Optimization, and Power 


ELEN E4650: Convex Optimization Instructor: Javad Lavaei Time: Monday, 10:10 am12:40 pm Location: MUDD 834 Office Hours: Mondays, 24 pm TA: Ramtin Madani, rm3122@columbia.edu Grading Policy:
30% homework
(68 sets) Homework: Set 1 (due on Sep 26), Set 2 (due on Oct 10), Set 3 (due on Oct 28), Set 4 (due on Nov 25), Set 5 (due on Dec 10) Lecture Notes:
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Convex sets and functions
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Convex optimization
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Duality
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Numerical algorithms
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Decomposition and distributed algorithms
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Linear matrix inequality
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Sumofsquares technique
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Application in communications: TCP and
congestion control
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Application in control: stability, robust
control and optimal control
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Application in signal processing: compressed
sensing
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Application in circuits: circuit design
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Application in power systems: optimal power flow
References:
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Main textbook:
"Convex Optimization" by Stephen Boyd and
Lieven Vandenberghe
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Research papers

