This course is focused on developing the fundamental tools/ techniques in modern optimization as well as illustrating their applications in diverse fields such as Wireless Communication, Signal Processing, Machine Learning, Big-Data and Finance. Various topics will be covered in different areas such as; Wireless: MIMO/ OFDM systems, Beamforming, Cognitive Radio and Cooperative Communication; Signal Processing: Signal Estimation, Regularization, Image Reconstruction; Compressive Sensing: Sparse estimation, OMP, LASSO techniques; Machine Learning: Principal Component Analysis (PCA), Support Vector Machines (SVM); Big-Data: Recommender systems, User-rating prediction, Latent Factor Method; Finance: Financial models, Portfolio Optimization. The course is suitable for all UG/PG students and practicing engineers/ scientists/ managers from the diverse fields mentioned above and interested in learning about the novel cutting edge applications of modern optimization technology.
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