Convex Optimization in Communications and Signal Processing


Lecturer:
Prof. Dr.-Ing. W. Gerstacker

Lectures:
Time and place: We 10:15 - 11:45, E 1.10; biweekly Th 14:15 - 15:45, E 1.10

Tutorial:
Time and place: biweekly alternating with lectures Th 14:15 - 15:45, E 1.10

Attendant: Lin Xiang, M.Sc.

Classification:
Elective in CME / EEI

Prerequisites:
Signals and Systems, Communications

Organisation:
3 class hours per week lecture, 1 class hour per week tutorial, winter semester

ECTS Information:
ECTS credits: 5 (Lecture + Tutorial) 

Content:
Convex optimization problems are a special class of mathematical problems which arise in a variety of practical applications. In this course we focus on the theory of convex optimization, corresponding algorithms, and applications in communications and signal processing (e.g.  statistical estimation, allocation of resources in communications networks, and filter design). Special attention is paid to recognizing and formulating convex optimization problems and their efficient solution.
The course is based on the  textbook "Convex Optimization" by Boyd and Vandenberghe and includes a tutorial in which many examples and exercises are discussed.

References:

  • Boyd, Steven ; Vandenberghe, Lieven: Convex Optimization. Cambridge, UK : Cambridge University Press, 2004

Additional Information:
Accompanying lecture slides are available and will be distributed in the first lecture.