Convex Optimization and Approximation  --  Electrical Engineering  (EL ENG) C227C [3 units]
Course Format: Three hours of lecture per week.
Prerequisites: 227A or consent of instructor.
Description: Convex optimization as a systematic approximation tool for hard decision problems. Approximations of combinatorial optimization problems, of stochastic programming problems, of robust optimization problems (i.e., with optimization problems with unknown but bounded data), of optimal control problems. Quality estimates of the resulting approximation. Applications in robust engineering design, statistics, control, finance, data mining, operations research. Also listed as Industrial Engin and Oper Research C227B.
(F,SP) El Ghaoui
 


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