AM229: Convex Optimization

Focuses on recognizing, formulating, analyzing, and solving convex optimization problems encountered across science and engineering. Topics include: convex sets; convex functions; convex optimization problems; duality; subgradient calculus; algorithms for smooth and non-smooth convex optimization; applications to signal and image processing, machine learning, statistics, control, robotics and economics. Students are required to have knowledge of calculus and linear algebra, and exposure to probability. (Formerly AMS 229.)

Enrollment is restricted to graduate students.

5 credits

Year Fall Winter Spring Summer
2024-25
2022-23
  • Section 01
    Abhishek Halder (ahalder)
    Shadi Haddad (shhaddad)
Comments

Formerly AMS 0229

While the information on this web site is usually the most up to date, in the event of a discrepancy please contact your adviser to confirm which information is correct.