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By Professor Laurent El Ghaoui
University of California, Berkeley
This course offers an introduction to optimization models, with emphasis on numerically tractable problems.
The course starts by introducing basic linear algebra, and then focuses on convex models (Convexity, LP, QP, SOCP, Robust LP, GP, and SDP are all introduced and explained). Non-convex models are also briefly introduced.
An overview on Duality is also given, and the course ends with four case studies such as Senate Voting, Antenna Arrays, Localization, and Circuit Design.