課程說明
線性、非線性與凸式問題。凸仿射集合。凸、準凸與對數凸函數。保持凸性的運算。辨識與表述凸優化問題。拉氏函數、最佳性條件、對偶性、幾何與鞍點詮釋。最小範數、正規化與健壯近似。統計估計、偵測器設計。自適應天線。
原文參考文本
Linear, nonlinear and convex problems. Convex affine sets. Convex, quasiconvex and log-convex functions. Operations preserving convexity. Recognizing and formulating convex optimization problems. The Lagrange function, optimality conditions, duality, geometric and saddle-point interpretations. Least-norm, regularized and robust approximations. Statistical estimation, detector design. Adaptive antennas.
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來源參考 : https://calendar.carleton.ca/grad/courses/COMP/