In this program
- Sparse recovery
- Compressed sensing (L1 methods)
- Portfolio optimization
- Risk constraints
- Control: LQR and model predictive control (convex formulations)
- Signal processing
- Denoising
- Machine learning
- See all →
Applications in science and engineering
Control: LQR and model predictive control (convex formulations)
Convex optimization · Standard syllabus
Topic
Control: LQR and model predictive control (convex formulations)
Graduate Convex Optimization — scope drawn from Boyd & Vandenberghe Convex Optimization (free PDF) and typical US graduate convex optimization syllabi.