Javascript is currently not supported, or is disabled by this browser. Please enable Javascript for full functionality.

Please tell us a little bit about yourself

Skip to main content
Ontario Tech University
   
    Feb 07, 2025  
2019-2020 Graduate Academic Calendar 
    
2019-2020 Graduate Academic Calendar [ARCHIVED CALENDAR]

Add to favourites (opens a new window)

ENGR 5605G - Convex Optimization


This course concentrates on recognizing and solving convex optimization problems that arise in engineering. The topics covered in this course include basics of convex analysis, such as convex sets, convex functions and convex optimization problems; log-concave and log-convex functions; quasi-convex and quasi-concave functions; convexity with respect to generalized inequality; least-squares; linear and quadratic programs; semi-definite programming; geometric programming; minimax; extemal volume; optimality conditions; Lagrange dual functions and problems; duality theory; theorems of alternative and applications; algorithms for solving unconstrained and constrained optimization problems; interior-point methods; applications to signal processing, control, digital and analog circuit design; computational geometry; and statistics.
Credit hours: 3



Add to favourites (opens a new window)