Text: Optimization Models by Calafiore and El Ghaoui
| Date |
Topic |
Assignments | Due Date |
| 1/23-1/27 | |||
| M |
Intro to convex optimization | ||
| T |
2.1-2 Norms and inner products | ||
| W | 2.3 Projection | ||
| F |
6.1-2 Linear systems | ||
| 1/30-2/3 |
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| M |
6.3-4 Least squares Examples (Solved Examples) |
HW set 1 | Mon 2/6 |
| T |
Traffic network problem (solution) | ||
| W | 8.1 Convex sets | ||
| F |
Convex sets, cont'd | ||
| 2/6-10 |
|||
| M |
Convex sets, cont'd | HW set 2 | Mon 2/13 |
| T |
8.2 Convex functions | ||
| W | Second order condition | ||
| F |
More on convex fns | ||
| 2/13-2/17 | |||
| M |
Subdifferentials | HW set 3 | Mon 2/20 |
| T |
8.3 Convex problems | ||
| W | Convex problems, cont'd | ||
| F |
Coercive functions | ||
| 2/20-2/24 |
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| M |
Existence and uniqueness | HW set 4 | Mon 2/27 |
| T |
Problem transformations Types of convex models |
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| W | 8.4 Optimality conditions | ||
| F |
Lagrange multiplier example | ||
| 2/27-3/3 |
|||
| M | Optimality conditions, cont'd | HW set 5 | Mon 3/6 |
| T |
Optimality condition example | ||
| W | 8.5 Duality Calculations for dual problem |
||
| F |
Dual for LP Example of dual for LP problem |
||
| 3/6-3/10 |
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| M |
Review of key ideas | Take-home exam 1 | Fri 3/10 |
| T |
Recovering primal var's from dual |
||
| W | Practice problem | ||
| F |
Examples | ||
| 3/11-3/19 |
Spring break | ||
| 3/20-3/24 | |||
| M |
Karush-Kuhn-Tucker condition | HW set 6 | Mon 3/27 |
| T |
Minimax theorem | ||
| W | More on duality | ||
| F |
Interpretations of duality | Project information | |
| 3/27-31 |
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| M |
Subgradients in duality |
HW set 7 | Mon 4/3 |
| T |
9.1 Quadratic functions | ||
| W | 9.2 Geometry of linear inequalities | ||
| F |
Geometry of quadratic inequalities Mathematica graphs |
||
| 4/3-4/7 |
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| M |
9.3 LP examples Polytope LP example |
HW set 8 | Tues 4/11 |
| T |
9.4 Constrained least squares | ||
| W | QCQP |
||
| F |
9.5 Modeling with LP and QP Piecewise constant fitting Weighted bipartite matching |
Project topic due 4pm Fri 4/7 | |
| 4/10-4/14 |
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| M |
No class | Take-home exam 2 | Mon 4/17 |
| T |
|||
| W | Sparse solutions and the 1-norm Compressed sensing: slides article Mathematica |
||
| F |
9.7 Geometric programs | ||
| 4/17-4/21 |
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| M |
10.1 Second-order cone programs | HW set 9 | Mon 4/24 |
| T |
Optimal locations problem | ||
| W | GPS problem Separation of ellipses |
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| F |
11.1 Semidefinite models Smallest ellipse containing a polytope |
Project outline due 4pm Fri 4/21 | |
| 4/24-4/28 |
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| M |
In-class presentations | Take-home exam 3 | |
| T |
In-class presentations | ||
| W | In-class presentations | ||
| F |
In-class presentations | ||
| Final written report due 4pm Mon May 8 Take-home exam due 4pm Wed May 10 |