CS 4610 - Applied Convex Optimization: Applications and Algorithms

3 Credits (Minimum) 3 Credits (Maximum)

Methods to solve convex optimization problems using the software package CVX. Emphasis on various applications: statistics, machine learning, finance, network routing, and control. Topics include convex functions and sets, semidefinite programming, duality, gradient descent, Newton’s method. Prer., CS 2300 or MATH 3130 with a grade of “C” or better; CS 4700 or CS 4720 with a grade of “C” or better; and MATH 1350 with a grade of “C” or better; or instructor consent. Meets with CS 5610. Course typically offered: Rarely Offered