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 ...

THORSTEN ROHWEDDER, ANDRÉ USCHMAJEW, ON LOCAL CONVERGENCE OF ALTERNATING SCHEMES FOR OPTIMIZATION OF CONVEX PROBLEMS IN THE TENSOR TRAIN FORMAT, SIAM Journal on Numerical Analysis, Vol. 51, No. 2 ...

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

Researchers from SJTU have developed a convex-optimization-based quantum process tomography method for reconstructing quantum channels, and have shown the validity to seawater channels and general ...

The portfolio optimization model has limited impact in practice because of estimation issues when applied to real data. To address this, we adapt two machine learning methods, regularization and cross ...