IEMS 459: Convex Optimization VIEW ALL COURSE TIMES AND SESSIONS Prerequisites Linear Algebra, Calculus , Real Analysis Description The goal of this course is to investigate in-depth and to develop ...

We introduce convex and, in particular semidefinite optimization methods, duality, and complexity theory to shed new light on this relation. For the single stock problem, given moments of the prices ...

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

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 ...

Journal of Applied Probability and Advances in Applied Probability have for four decades provided a forum for original research and reviews in applied probability, mapping the development of ...

The research of the systems and controls group is grounded on analytical foundations provided by various mathematical disciplines, such as control theory, optimization theory, dynamic systems and ...

Generalised Entransy Dissipation (GED): An extension of entransy dissipation theory to address heat conduction problems with non-standard boundary conditions, leading to convex optimisation ...

RIKEN Center for Advanced Intelligence Project (AIP) houses more than 40 research teams ranging from fundamentals of machine learning and optimization, applications in medicine, materials, and ...