Instructor Class Description

Time Schedule:

• Autumn Quarter 2009
• Winter Quarter 2010

Maryam Fazel Sarjoui
M 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/E E 578.

Class description

Convex sets and functions, convex optimization problems (inclding linear, quadratic, geometric and semidefinite programming), duality theory and applications. Applications of convex optimization, with examples in data fitting, systems and control, statistical estimation, networking, and engineering design. Brief overview of convex optimization algorithms and advanced topics as time allows. Prerequisites: AA/EE/ME 547 or equivalent, EE 510 or equivalent, or consent of instructor.

Student learning goals

General method of instruction

Recommended preparation

Class assignments and grading

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Modified:November 5, 2009