Course Meeting Times
Lectures: 2 sessions / week, 1.5 hours / session
Recitations: 1 session / week, 1 hour / session
Course Description
This course aims to give students the tools and training to recognize convex optimization problems that arise in scientific and engineering applications, presenting the basic theory, and concentrating on modeling aspects and results that are useful in applications. Topics include convex sets, convex functions, optimization problems, least-squares, linear and quadratic programs, semidefinite programming, optimality conditions, and duality theory. Applications to signal processing, control, machine learning, finance, digital and analog circuit design, computational geometry, statistics, and mechanical engineering are presented. Students complete hands-on exercises using high-level numerical software.
Software
We’ll use CVX throughout the course.
CVX: Matlab Software for Disciplined Convex Programming
Calendar
Homework assignments were due at the end of the week noted.
| WEEK # | KEY DATES |
|---|---|
| 1 | |
| 2 | Homework 1 due |
| 3 | Homework 2 due |
| 4 | Homework 3 due |
| 5 | Homework 4 due |
| 6 | Homework 5 due |
| 7 | Homework 6 due |
| 8 | Midterm exam |
| 9 | Homework 7 due |
| 10 | Homework 8 due |
| 11 | Homework 9 due |
| 12 | |
| 13 | Homework 10 due |
| 14 | Final exam |
