Convex Optimization for Electrical Engineering Instructor Prof Shuguang Robert Cui Office 235C WERC Phone 862 7957 Email cui ece tamu edu Class website http www ece tamu edu cui ECEN629 Course description With advancement in computing science systematic optimization especially convex optimization has been recognized as a powerful tool in communication system design circuit design efficient signal processing and other electrical engineering fields As electrical engineers especially for graduate students it is essential to learn basic optimization techniques and apply them in on going research In this class we start with an EE oriented introduction of convex optimization including convex set convex functions convex optimization problems KKT conditions and duality unconstrained optimization and interior point methods for constrained optimization We then devote the rest of the class to specific application examples in electrical engineering communication information theory signal processing circuit design and networking which are based on state of art research papers Topics Convex Sets and Convex Functions o Definition of convex sets with examples in electrical engineering 3 hours o Definition of convex functions basic properties with examples in electrical engineering 3 hours o Quasiconvex log concave and log convex functions with examples in electrical engineering 3 hours Convex Optimization Problems o Convex optimization problems with examples in electrical engineering 3 hours o Linear quadratic and geometric optimization problems with examples in electrical engineering 3 hours o Semi definite programming with examples in electrical engineering 2 hours KKT Conditions and Duality o The Lagrange dual function and dual problem 6 hours o Optimality conditions 4 hours Unconstrained and Constrained Convex Problems o Unconstrained optimization 3 hours o Interior Point Method for constrained optimization 3 hours Applications Examples o Information Communication Theory 3 hours o Circuit Design and Signal Processing 3 hours o Other engineering problems 5 hours Recommended Texts 1 2 3 S Boyd and L Vandenberghe Convex Optimization http www stanford edu boyd cvxbook Ben Tal and A Nemirovski Lectures on Modern Convex Optimization SIAM Press D Bertsekas Nonlinear Programming Athena Scientific Grading Structure 10 Homework sets 20pts each in average worth 20 points One midterm worth 30 points Class participation quizzes and class attendance in average worth 10 points Final Project worth 40 points Americans with Disabilities Act ADA Policy Statement The following ADA Policy Statement part of the Policy on Individual Disabling Conditions was submitted to the University Curriculum Committee by the Department of Student Life The policy statement was forwarded to the Faculty Senate for information The Americans with Disabilities Act ADA is a federal antidiscrimination statute that provides comprehensive civil rights protection for persons with disabilities Among other things this legislation requires that all students with disabilities be guaranteed a learning environment that provides for reasonable accommodation of their disabilities If you believe you have a disability requiring an accommodation please contact the Department of Student Life Services for Students with Disabilities in Room B118 of Cain Hall or call 845 1637 Aggie Honor Code An Aggie does not lie cheat or steal or tolerate those who do Upon accepting admission to Texas A M University a student immediately assumes a commitment to uphold the Honor Code to accept responsibility for learning and to follow the philosophy and rules of the Honor System Students will be required to state their commitment on examinations research papers and other academic work Ignorance of the rules does not exclude any member of the Texas A M University community from the requirements or the processes of the Honor System For additional information please visit www tamu edu aggiehonor On all course work assignments and examinations at Texas A M University the following Honor Pledge shall be preprinted and signed by the student On my honor as an Aggie I have neither given nor received unauthorized aid on this academic work