UT Dallas 2019 Graduate Catalog

MECH6327 - Convex Optimization in Systems and Controls

MECH 6327 Convex Optimization in Systems and Controls (3 semester credit hours) Introduction to convex optimization, with a focus on recognizing and solving convex optimization problems that arise in applications. Convex sets, functions, and optimization problems. Basic convex analysis. Least-squares, linear and quadratic programs, second-order cone programs, semidefinite programming. Optimality conditions, duality theory, theorems of alternative, and applications. Descent and interior-point methods. Applications in systems and control, including trajectory optimization, model predictive control, stability and control design via linear matrix inequalities, and semialgebraic techniques. (3-0) R