ECE 710 / Engineering Optimization

3 unit(s)

T. Davidson, T. Kirubarajan (cross-listed as CSE 710)

Concentrates on recognizing and solving convex optimization problems that arise in engineering. Convex sets, functions, and optimization problems. Basics of convex analysis. Least-squares, linear and quadratic programs, semi-definite programming, minimax, extremal volume, and other problems. Localization methods. Optimality conditions, duality theory, theorems of alternative, and applications. Interior-point methods. Applications to signal processing, control, circuit design, computational geometry, statistics, and mechanical engineering. The prerequisites are - a good knowledge of linear algebra and willingness to program in Matlab; exposure to numerical computing, optimization, and application fields helpful but not required; the engineering applications will be kept basic and simple.