Mathematical programming has pervasive applications in scientific and engineering optimization problems, e.g., in electrical engineering (especially in fields like control, communication, signal processing, electronics design automation, etc.), computer science (especially in machine learning, approximation algorithms, etc.), economics, and operations research, just to name a few. Among optimization problems in mathematical programming, convex optimization problems are special in that they can be solved efficiently, and thus gain much attention. Moreover, many optimization problems fall into this category of convex optimization. (For instance, linear programming is a special case of convex optimization.) In fact, the importance of convex optimization becomes more and more apparent in recent years as there are many more emerging scientific and engineering problems being solved efficiently in this manner.


Course webpage:
http://cc.ee.ntu.edu.tw/~jhjiang/instruction/courses/spring06-cvx/cvx.html