ELG 6108 Introduction to Convex Optimization
3 crédits
Genie electrique
Faculte de genie
Mathematics of optimization: linear, nonlinear and convex problems. Convex and affine sets. Convex, quasiconvex and log-convex functions. Operations preserving convexity. Recognizing and formulating convex optimization problems. The Lagrange function, optimality conditions, duality, geometric and saddle-point interpretations. Least-norm, regularized and robust approximations. Statistical estimation, detector design. Adaptive antennas. Geometric problems (networks). Algorithms.
Volet:
Cours magistral
Terme proposées précédemment:
Hiver