Electrical Engineering 364m: The Mathematics of ConvexityJohn Duchi, Stanford University, Winter 2024
Announcements
LecturesWednesdays, 10:30–11:30, 380-380W (Math Building) Contact and communication with staff
Instructor
Pre- or corequisitesMathematical maturity, which in this case means mathematical analysis at the level of Math 171 (real analysis) and linear algebra (matrix analysis) at the level of Math 104. We expect students to have taken or be concurrently taking EE364a (Convex Optimization). DescriptionEE364m is an extension of EE364a to help students develop the mathematics underpinning convex optimization and analysis. Convex optimization is one of the few disciplines where deep mathematical insights are frequently central to progress in the engineering and practice of optimization, whether that is through algorithmic development, formulation of new problems variants, or allowing new types of optimization problems to be solved. Convexity, of course, arises in many other disciplines, being central to statistics and the understanding of estimation uncertainty and stability of estimators; in information theory and probability through concentration inequalities and transport of measure; in variational analysis. GradingYour grade will be determined by a weekly problem (there will be a 1 question homework roughly each week). |