EE 698W: Convex
Optimization in SP/COM
Ketan Rajawat, Aditya Jagannatham
EE605+EE621 OR Instructor Consent
optimization has recently been applied to a wide variety of problems in
especially in signal processing, communications, and networks. The aim
course is to train the students in application and analysis of convex
optimization problems in signal processing and wireless communications.
end of this course, the students are expected to:
about the applications of convex
optimization in signal processing, wireless communications, and
able to recognize convex optimization
problems arising in these areas.
able to recognize ‘hidden’ convexity
in many seemingly non-convex problems; formulate them as convex
able to develop low-complexity,
approximate solutions for difficult non-convex problems.
- Stephen Boyd and Lieven Vandenberghe, Convex
Optimization, Cambridge University Press. [Online]. http://www.stanford.edu/~boyd/cvxbook/
Signal Processing Magazine- Special Issue on Advances in Convex
Optimization, Vol. 27, No. 3, May 2010.
- Dimitri P. Bertsekas, Convex Analysis and Optimization,
- Major quiz (20) on 28-01-13, covers: mathematical
background, convex sets, functions, and problems (lectures 1-10).
- Mid-sem exam (20) on 19-02-13, 17:30-19:30
- End-sem exam (25) on 22-04-13, 9:00-12:00, L3
- 2 Assignments (5x2) handed out on 7-1 (due 16-1), 16-1
(due 23-1), due coming Monday, 11am.
- 1 Computer Assignemnts (10) handed out on 28-1 (due
- 1 Term paper (15), papers due March 22 (2), final submission due April 15 (13)
- Time and place: MWF
11-12, TB 201
- Course material:
- Assignment 1
that operator norm is a norm
- Assignment 2
Solution: LHC notice board.
- Computer Assignment 1
- Assignment 3 [submission not required]