Description: (Formerly numbered Electrical Engineering 236B.) Lecture, four hours; discussion, one hour; outside study, seven hours. Requisite: course 236A. Introduction to convex optimization and its applications. Convex sets, functions, and basics of convex analysis. Convex optimization problems (linear and quadratic programming, second-order cone and semidefinite programming, geometric programming). Lagrange duality and optimality conditions. Applications of convex optimization. Unconstrained minimization methods. Interior-point and cutting-plane algorithms. Introduction to nonlinear programming. Letter grading.

Units: 4.0