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 |
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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 |
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M | Optimality conditions, cont'd | HW set 5 | Mon 3/6 |

T |
Optimality condition example | ||

W | 8.5 Duality Calculations for dual problem |
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F |
Dual for LP Example of dual for LP problem |
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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 |
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W | Practice problem | ||

F |
Examples | ||

3/11-3/19 |
Spring break |
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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 |
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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 |
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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 |
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W | Sparse solutions and the 1-norm Compressed sensing: slides article Mathematica |
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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 |