This course discusses basic convex analysis (convex sets, functions, and optimization problems), optimization theory (linear, quadratic, semidefinite, and geometric programming; optimality conditions ...

where \(\mathsf{G}(\cdot)\) is some convex operator and \(\mathcal{F}\) is as set of feasible input distributions. Examples of such an optimization problem include finding capacity in information ...

A decomposition method for large-scale convex optimization problems with block-angular structure and many linking constraints is analysed. The method is based on a separable approximation of the ...

This is a preview. Log in through your library . Abstract We apply conjugate duality to establish the existence of optimal portfolios in an assetallocation problem, with the goal of minimizing the ...

Optimal control theory seeks to determine control strategies that drive dynamical systems to meet performance objectives, while mixed-integer optimisation incorporates both continuous and discrete ...