Prof. Stephen Boyd
Prof. Pablo Parrilo
6.079 / 6.975
Undergraduate / Graduate
This course aims to give students the tools and training to recognize convex optimization problems that arise in scientific and engineering applications, presenting the basic theory, and concentrating on modeling aspects and results that are useful in applications. Topics include convex sets, convex functions, optimization problems, least-squares, linear and quadratic programs, semidefinite programming, optimality conditions, and duality theory. Applications to signal processing, control, machine learning, finance, digital and analog circuit design, computational geometry, statistics, and mechanical engineering are presented. Students complete hands-on exercises using high-level numerical software.
Boyd, Stephen, and Pablo Parrilo. 6.079 Introduction to Convex Optimization, Fall 2009. (MIT OpenCourseWare: Massachusetts Institute of Technology), http://ocw.mit.edu/courses/electrical-engineering-and-computer-science/6-079-introduction-to-convex-optimization-fall-2009 (Accessed). License: Creative Commons BY-NC-SA