EEOR E4650: Convex Optimization
Instructor: Javad Lavaei
Time: Monday, 10:10 am12:40 pm
Location: CEPSR 415
Office Hours: Mondays, 35 pm
TA: Salar Fattahi, sf2682@columbia.edu
Grader: Abdulrahman Kalbat, ak3369@columbia.edu
Grading Policy:
30% homework
25% midterm exam
45% course project
Description
Syllabus:
Convex sets and functions
Convex optimization
Duality
Numerical algorithms
Decomposition and distributed algorithms
Linear matrix inequality
Sumofsquares technique
Application in communications: TCP and congestion control
Application in control: stability, robust control and optimal control
Application in signal processing: compressed sensing
Application in circuits: circuit design
Application in power systems: optimal power flow
References:
Lecture Notes
Homework
