Lectures: Tuesdays and Thursdays, 9:30–10:45 am, Bishop Auditorium.
Course requirements and grading
Grading: Homework 30%, project/final 70%.
Continuation of 364a. Subgradient, cutting-plane, and ellipsoid methods. Decentralized convex optimization via primal and dual decomposition. Alternating projections. Exploiting problem structure in implementation. Convex relaxations of hard problems, and global optimization via branch & bound. Robust optimization. Selected applications in areas such as control, circuit design, signal processing, and communications. Course requirements include a project.