2018-19 Fall - ELEC5470 - Convex Optimization

Course

Description

Convex optimization theory with applications to communication systems and signal processing: convex sets/functions/problems; Lagrange duality and KKT conditions; saddle points and minimax problems; numerical algorithms; primal/dual decomposition methods. Applications: filter design; robust beamforming; power control in wireless systems; design of MIMO systems; GP duality in information theory; network utility maximization. For PG students in second year or above.
Course period1/09/1831/12/18
Course levelPG
Course formatLecture