EEOR E4650: Convex Optimization

Instructor: Javad Lavaei
Time: Monday, 10:10 am-12:40 pm
Location: MUDD 834
Office Hours: Mondays, 2-4 pm
TA: Ramtin Madani, rm3122@columbia.edu
Grading Policy:

  • 30% homework

  • 25% midterm exam

  • 45% course project

Description

Syllabus:

  • Convex sets and functions

  • Convex optimization

  • Duality

  • Numerical algorithms

  • Decomposition and distributed algorithms

  • Linear matrix inequality

  • Sum-of-squares technique

  • Application in communications: TCP and congestion control

  • Application in control: stability, robust control and optimal control

  • Application in signal processing: compressed sensing

  • Application in circuits: circuit design

  • Application in power systems: optimal power flow

References:

Lecture Notes

Homework