EE227A: Convex Optimization  —  Spring 2013

This course is about convex optimization. The image on the left illustrates how we can build a ‘‘sparse graphical model’’ based on Senate voting data, revealing an inner structure of the two political parties. The graph is obtained using a convex approximation described here.

The course covers the following topics.

• Convex optimization: convexity, duality.

• Algorithms: emphasis on large-scale methods.

• Distributed optimization.

• Selected topics: robustness, algebraic geometry.