ELENG227BT
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ELENG 227BT - Convex Optimization
Subject
ELENG
Course Number
227BT
Department
Course Level
Graduate
Course Title
Convex Optimization
Course Description
Convex optimization is a class of nonlinear optimization problems where the objective to be minimized, and the constraints, are both convex. The course covers some convex optimization theory and algorithms, and describes various applications arising in engineering design, machine learning and statistics, finance, and operations research. The course includes laboratory assignments, which consist of hands-on experiments with the optimization software CVX, and a discussion section.
Minimum
4
Maximum
4
Grading Basis
Default Letter Grade; S/U Option
Instructors
El Ghaoui, Wainwright
Prerequisites
Mathematics 54 and Statistics 2 or equivalents.
Repeat Rules
Course is not repeatable for credit.
Credit Restriction Courses. Students will receive no credit for this course if following the course(s) have already been completed.
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Formats
Lecture, Discussion
Term
Fall and Spring
Duration (in weeks)
15
Minimum Hours
3
Maximum Hours
3
Minimum Hours
1
Maximum Hours
1
Minimum Hours
8
Maximum Hours
8