Convex Optimization and Applications

Description:

This course is about convex optimization, a class of mathematical optimization with numerous applications in science and engineering problems. The main advantage of formulating a problem as a convex optimization is that it can be solved numerically efficient and tractable. This course has been designed for graduate students of electrical engineering. After introducing different forms of convex optimization such as linear programming and least-squares, the focus will be on Linear Matrix Inequalities (LMI) and its applications in electrical engineering.

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