This course is from MIT’s Electrical Engineering and Computer Science department. The course materials include readings, lecture notes, assignments, and exams. Topics covered include convex sets, convex functions, optimization problems, least-squares, linear and quadratic programs, semidefinite programming, optimality conditions, and duality theory. A focus on applications of these concepts covers signal processing, control, machine learning, finance, digital and analog circuit design, computational geometry, statistics, and mechanical engineering.
Statistics and Probability
COURSEWARE MODULE
Undergraduate