Course Details

Course details of EE5121
Course NoEE5121
Course TitleConvex Optimization
Course ContentMathematical preliminaries: real analysis - ordered sets, metric spaces, norm, inner product, open, closed and compact sets, continuous and differentiable functionsConvex sets: Standard examples of convex sets, operations preserving convexity, separating and supporting hyperplane, generalized inequalities Convex functions: First and second order conditions for convexity, examples, operations preserving convexity, quasiconvex functions, logconcave functionsConvex optimization problems: Standard form, equivalent formulation, optimality criteria, quasi convex optimization, linear programming, quadratic programming, cone programming, SDPs, LMIs, geometric programming, Multi-objective optimizationDuality: Lagrangian duality, weak and strong duality, slater's condition, optimality condition, complementary slackness, KKT conditions Some basic algorithms
Course Offered this semesterNo
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