2013FS: 31063 Convex Optimization

This course presents the background theory of convex optimization. Content: Convex sets, functions, and optimization problems. Basics of convex analysis. Least-squares, linear and quadratic programs, semidefinite programming, minimax, extremal volume problems. Optimality conditions, duality theory and applications. Interior-point methods. Applications to computer vision, image and signal processing, statistics and machine learning, control engineering.