ESE 605: Modern Convex OptimizationDepartment of Electrical and Systems Engineering University of Pennsylvania 

Spring 2012 
Date  Lecture  Reading  Contents 

January 12  Lecture 1  Chapters1,2  Introduction 
January 17  Lecture 2  Chapters 1,2  Convex Sets 
January 19  Lecture 3  Chapter 2  Convex Sets 
January 24  Lecture 4  Chapter 2  Convex Sets 
January 26  Lecture 5  Chapters 2,3  Convex functions 
January 31  Lecture 6  Chapter 3  Convex functions 
February 2  Lecture 7  Chapter 3  convex functions 
February 7  Lecture 8  Chapter 4  Convex Programing 
February 9  Lecture 9  Chapter 5  Duality in Convex Optimization 
February 14  Lecture 10  Chapter 5  Interpretations of duality 
February 16  Lecture 11  Chapter 5  Geometric interpretation of duality 
February 21  Lecture 12  Chapter 5  Duality and Game Theory 
February 23  Lecture 13  Chapters 6  Duality in conic problems 
February 28  Lecture 13  Chapters 6  More on Duality: interpretations and examples 
March 1  Tentative time for Midterm  Midterm (Tentative)  Midterm(Tentative) 
March 13  Lecture 14  Chapter 6  Approximation and fitting 
March 15  Lecture 15  Chapter 6  variants of least squares/LASSO/Robust LS 
March 20  Lecture 16  Chapter 7  Estimation 
March 22  Lecture 17  Chapter 7  Estimation/Machine learning 
March 27  Lecture 18  Chapter 9  Unconstrained Minimization 
March 29  Lecture 19  Chapter 9  Unconstrained Minimization 
April 3  Lecture 20  Chapter 10  Equality Constrained Minimization 
April 5  Lecture 21  Chapter 10  Equality Constrained Minimization 
April 10  Lecture 22  Chapter 11  Interior point methods 
April 12  Lecture 23  Chapter 11  Interior point Methods 
April 17  Lecture 24  Chapter 11  Complexity of Interior point methods 
April 19  Lecture 25  Chapter 9,11  Self Concordant Functions 
April 24  Lecture 26  Notes  Advanced topics: SOS optimization/Takehome Final 