EEGR6397 - Convex Optimization

EEGR 6397 Convex Optimization (3 semester credit hours) Introduction to convex optimization, with a focus on recognizing and solving convex optimization problems that arise in applications. Convex sets, convex functions, operations preserving convexity, convex optimization problems, quasi-convex, linear, and quadratic optimization, geometric and semi-definite programming, generalized inequalities, vector optimization, the Lagrange dual problem, optimality conditions, sensitivity analysis, applications in approximation and fitting, statistical estimation, and geometric problems, overview of numerical linear algebra, descent methods, Newton's method, handling equality constraints, introduction to interior point methods. (3-0) R