ESE 605: Modern Convex Optimization


Department of Electrical and Systems Engineering
University of Pennsylvania

Spring 2011

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  • Tentative Schedule :

    Date Lecture Reading Contents
    January 14 Lecture 1 Chapters1,2 Introduction, Convex Sets
    January 14 Lecture 2 Chapters 1,2 Convex Sets
    January 19 Lecture 3 Review Linear Algebra Review
    January 21 Lecture 4 Chapter 2 Convex Sets
    January 26 Lecture 5 Chapters 2,3 Convex sets and Optimization Problems
    January 28 Lecture 6 Chapter 4 Convex Optimization Problems
    February 2 Lecture 7 Chapter 4 Vector Optimization, Conic programming
    February 4 Lecture 8 Chapter 5 Duality
    February 9 Lecture 9 Chapter 5 Duality in Convex Optimization
    February 11 Lecture 10 Chapter 5 Interpretations of duality
    February 16 Lecture 11 Chapter 6 Approximation and fitting
    February 18 Midterm Midterm Midterm
    February 23 Lecture 12 Chapters 6,7 Approximation and fitting/ Statistics
    February 25 Lecture 13 Chapter 7,8 Geometric Problems, Distance Geometry
    March 2 Lecture 14 Notes Numerical Linear Algebra
    March 5-15 Spring Break Spring Break Spring Break
    March 16 Lecture 15 Chapter 9 Unconstrained Minimization
    March 18 Lecture 16 Chapter 9 Unconstrained Minimization
    March 23 Lecture 17 Chapter 10 Equality Constrained Minimization
    March 25 Lecture 18 Chapter 10 Equality Constrained Minimization
    March 30 Lecture 19 Chapter 11 Interior point methods
    April 1 Lecture 20 Chapter 11 Interior point Methods
    April 6 LECTURE 21 Chapter 11 Complexity of Interior point methods
    April 8 Lecture 22 Chapter 9,11 Self Concordant Functions
    April 13 Lecture 23 Notes Advanced topics: SOS optimization
    April 15 LECTURE 24 Notes Sum of Squares Methods
    April 20 Lecture 25 Notes Advanced Topics
    April 27 Lecture 26 Notes Review/Take Home Final


  • Last modified : January 11, 2010. Send comments to Ali Jadbabaie