Mathematical Optimization

12 units (3-0-9)    |  first term
Prerequisites: ACM 11 and ACM 104, or instructor's permission.
This class studies mathematical optimization from the viewpoint of convexity. Topics covered include duality and representation of convex sets; linear and semidefinite programming; connections to discrete, network, and robust optimization; relaxation methods for intractable problems; as well as applications to problems arising in graphs and networks, information theory, control, signal processing, and other engineering disciplines.
Instructor: Chandrasekaran

Please Note

The online version of the Caltech Catalog is provided as a convenience; however, the printed version is the only authoritative source of information about course offerings, option requirements, graduation requirements, and other important topics.