EE227A: Convex Optimization  —  Spring 2012

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 analysis and convex optimization problems.

• Convex duality and optimality conditions.

• First- and second-order algorithms.

• Online optimization.

• Distributed optimization.

• Robust convex optimization and applications to stochastic programming.