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Introduction to Convex Optimization

This course aims to give students the tools and training to recognize convex optimization problems that arise in scientific and engineering applications, presenting the basic theory, and concentrating on modeling aspects and results that are useful in applications. Topics include convex sets, convex functions, optimization problems, least-squares, linear and quadratic programs, semidefinite programming, optimality conditions, and duality theory. Applications to signal processing, control, mac...

Start Date: Sep 01, 2009 Topics: Design, Machine Learning, General Engineering, Mechanical Engineering, Signal Processing
Cost: Free

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Overview

Description

This course aims to give students the tools and training to recognize convex optimization problems that arise in scientific and engineering applications, presenting the basic theory, and concentrating on modeling aspects and results that are useful in applications. Topics include convex sets, convex functions, optimization problems, least-squares, linear and quadratic programs, semidefinite programming, optimality conditions, and duality theory. Applications to signal processing, control, machine learning, finance, digital and analog circuit design, computational geometry, statistics, and mechanical engineering are presented. Students complete hands-on exercises using high-level numerical software.The course materials were developed jointly by Prof. Stephen Boyd (Stanford), who was a visiting professor at MIT when this course was taught, and Prof. Lieven Vanderberghe (UCLA).

Details

  • Dates: Sep 01, 2009 to Dec 20, 2009
  • Days of the Week: Monday, Tuesday, Wednesday, Thursday, Friday, Saturday, Sunday
  • Level of Difficulty: Beginner
  • Size: Massive Open Online Course
  • Instructors: Prof. Pablo Parrilo, Prof. Stephen Boyd
  • Cost: Free
  • Institution: MIT OCW
  • Topics: Design, Machine Learning, General Engineering, Mechanical Engineering, Signal Processing

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About MIT OCW: MIT OpenCourseWare (OCW) is a web-based publication of virtually all MIT course content. OCW is open and available to the world and is a permanent MIT activity.

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