Convex Optimization with Applications
Course: Convex Optimization with Applications
ECTS points: 6 ЕКТС
Number of classes per week: 3+0+0+3
Lecturer: Prof. Dr. Zoran Hadji – Velkov, Prof. Dr. Katerina Hadji – Velkova Saneva
Course Goals (acquired competencies): Understanding the theory of convex optimization. Ability to analyze and solve optimization problems arising from system models in engineering.
Course Syllabus: Elements of convex analysis. Convex sets. Convex functions. Recognition of convex optimization problems in engineering. Optimal conditions and duality. Lagrange dual function. Linear programming. Simplex method. Method of least squares. Semidefinite programming. Application in machine learning and statistics, telecommunication engineering and ICT. Using CVX solver in Matlab.
|S. Boyd and L. Vandenberghe||Convex Optimization||Cambridge University Press||2004|
|P. Venkataram||Applied Optimization with MATLAB Programming||John Wiley and Sons||2009|
|W.Sun, Ya-X.Yuan||Optimization Тheory and Мethods: Nonlinear Programming||Springer||2006|