Instructor Class Description

Time Schedule:

• Summer Quarter 2008
• Autumn Quarter 2008

Maryam Fazel Sarjoui
E E 578
Seattle Campus

Optimization in System Sciences

Covers convex sets, separation theorems, theorem of alternatives and their applications, convex analysis, convex functions, conjugation, subgradients, convex optimization, duality and applications, linear and semi-definite programming. Linear matrix inequalities, optimization algorithms, applications in system theory and control, bilinear, rank minimization, optimization software. Recommended: A A/M E/E E 547. Offered: jointly with A A/M E 578; W.

Class description

Convex sets and functions; convex optimization; separation theorems; theorem of alternatives; duality and its applications; linear, quadtratic, geometric and semi-definite programming; optimization algorithms, and convex relaxation/approximation for nonconvex problems. Applications in: systems and control, networking, signal processing, finance and systems biology (as time permits).

Student learning goals

General method of instruction

Recommended preparation

Recommended: A A/M E/E E 547

Class assignments and grading

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Modified:August 20, 2008