Convex Optimization with Applications

Објавено: February 28, 2019

Convex Optimization with Applications

Course: Convex Optimization with Applications

Code: 3ФЕИТ08009

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.

Literature:

Required Literature

No.

Author

Title

Publisher

Year

1

S. Boyd and L. VandenbergheConvex OptimizationCambridge University Press2004

2

P. VenkataramApplied Optimization with MATLAB ProgrammingJohn Wiley and Sons2009

Additional Literature

No.

Author

Title

Publisher

Year

1

W.Sun, Ya-X.YuanOptimization Тheory and Мethods: Nonlinear  ProgrammingSpringer2006