Spring 2021 Course Descriptions

COMP 168-01 Convex Optimization

M. Vu
MW 10:30-11:45, Online
E+ Block

(Cross-listed with EE 109) Convex optimization theory and algorithms. Convex sets, convex functions and convex optimization problems; duality theory and optimality conditions; algorithms for solving convex problems including descent, gradient descent, Newton and interior point methods. Examples of application taken from communications, signal processing and other fields. Project.

Prerequisite: Math 70 or graduate standing.

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