AM 229 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.)