Convex Optimization II

Overview Subgradient, cutting-plane, and ellipsoid methods. Decentralized convex optimization via primal and dual decomposition. Alternating projections. Exploiting problem structure in implementation. Convex relaxations of hard problems, and global optimization via branch and bound. Robust optimization. Selected applications in areas such as control, circuit design, signal processing, and communications.

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21:58:27 Hours

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English

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Sun, 07-Aug-2022

Course description

Continuation of Convex Optimization I. Subgradient, cutting-plane, and ellipsoid methods. Decentralized convex optimization via primal and dual decomposition. Alternating projections. Exploiting problem structure in implementation. Convex relaxations of hard problems, and global optimization via branch & bound. Robust optimization. Selected applications in areas such as control, circuit design, signal processing, and communications. Course requirements include a substantial project.

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Free

Lectures

18

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Beginner

Expiry period

Lifetime

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