Optimization Lab for Signal Processing and Communications Using MATLAB (OptiLab)
This Lab is about learning how to recognize, model and solve optimization problems. Covered topics include but are not limited to:- Linear Programming
- Quadratic Programming and Least-Squares Problems
- Regularized Approximation and Estimation
- Linear Quadratic Stochastic Control
- Second-order Cone Programming
- Semidefinite Programming
Dates
Prerequisites
Basic knowledge of linear algebra, probability theory and MATLAB. No knowledge of optimization is required, the lab is self-contained and provides the basic theory of convexity and optimization to the students.
Registration
The lab is limited to 12 students. Registration through Campus.