This project aims at an overview of convex optimisation theory and the application to simple problems in Matlab. Convex optimisation is an often used tool to solve ressource allocation problems, which occour in nearly every multiuser system. Typically power minimisation or rate maximisation problems under certrain constraints are solved with the standard approaches of this theory.
The project starts with a literature research with regard to convex optimisation. In order to familiarize yourself with some standard problems the matlab optimization toolbox should be evaluated. The main goal of this project is a kind of tutorial for convex optimisation which can be used by students as an introduction.
Premises: Familiarity with Matlab
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