EEOR E6616 Convex optimization. 3 points.
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 2018: EEOR E6616
|Course Number||Section/Call Number||Times/Location||Instructor||Points||Enrollment|
|EEOR 6616||001/15043||M W 5:40pm - 6:55pm
545 Seeley W. Mudd Building