MECH ENG 716 / Engineering Optimization

3 unit(s)

Cross-listed as ECE 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.