Spring 2023
CONVEX OPTIMIZATION
, 3 pts, E6616CONVEX OPTIMIZATION REC
Convex sets and functions, and operations preserving convexity. Convex optimization problems. Convex duality. Applications of convex optimization problems ranging from signal processing and information theory to revenue management. Convex optimization in Banach spaces. Algorithms for solving constrained convex optimization problems.
- Section Number
- 001
- Call Number
- 11237
- Day, Time & Location
- F 1:10PM-3:40PM 627 Seeley W. Mudd Building
- Instructor
- Cedric Josz