Search Results

EEOR E6616 Convex optimization. 3 points.

Lect: 2.5.

Prerequisites: (IEOR E6613) and (EEOR E4650)

Convex sets and functions, and operations preserving convexity. Convex optimization problems. Convex duality. Applications of convex optimization problems ranging from signal processing and information theory to revenue management. Convex optimization in Banach spaces.  Algorithms for solving constrained convex optimization problems.

Spring 2019: EEOR E6616
Course Number Section/Call Number Times/Location Instructor Points Enrollment
EEOR 6616 001/29291 T 4:10pm - 6:40pm
717 Hamilton Hall
Donald Goldfarb 3 11/70