CS 5610 - 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) and (CS 4700 or CS 4720) and MATH 1350 or instructor consent. Meets with CS 4610. Course typically offered: Rarely Offered