CONVEX ANALYSIS & LARGE SCALE OPTIMIZATION (TEL 617E)

Instructor:

M. Ertuğrul Çelebi,  Professor

E-Mail: mecelebi@itu.edu.tr

Url: https://web.itu.edu.tr/mecelebi/

The course will be held on Tuesdays between 13:30-16:30.

Course Objective:

To obtain basic concepts of convex optimization methods with applications to telecommunications and signal processing.

Content:

Introduction, Linear Algebra review, Convex sets, Convex functions Convex optimization problems,

Duality, Approximation and fitting, Statistical estimation, Geometric programming,
Numerical linear algebra background, Unconstrained minimization, Equality constrained
minimization, Interior-point methods, Conclusions.

Grading Policy:

%25 Homework, %40 Midterm, %35 Term Project.

The term project will be based on published works of very recent years.

Textbooks:

Convex Optimization, Stephen Boyd, L. Wandenberghe, Cambridge U. Press, 2004
Available for download at www.stanford.edu/~boyd/cvxbook/

Convex optimization for signal processing and communications from fundamentals to

applications, by Chi, Chong-Yung Li, Wei-Chiang Lin, Chia-Hsiang, CRC Press, 2017

Supplementary Books:

Fundamentals of Convex Analysis, J.-B. Hiriart-Urruty ve C. Lemarechal, Springer, 2001.

Convex Optimization Theory, D. P. Bertsekas, Athena Scientific, 2009.

Convex Analysis, R. T. Rockafellar, Princeton University Press, 1996.

An Introduction to Optimization, IV. Ed., Edwin K.P. Chong, Stanislaw H. Zak, Wiley, 2013