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Mathematical Optimization
12 units (3-0-9)  | first term
Prerequisites: ACM 11 and ACM 104, or instructor's permission.

This class studies mathematical optimization from the viewpoint of convexity. Topics covered include duality and representation of convex sets; linear and semidefinite programming; connections to discrete, network, and robust optimization; relaxation methods for intractable problems; as well as applications to problems arising in graphs and networks, information theory, control, signal processing, and other engineering disciplines.

Instructor: Chandrasekaran