Syllabus

15 weeks.

A variety of applications will be discussed throughout the lectures.

Lectures 1-3: Introduction to optimization
Lectures 4-6: Recognizing problem structure convex sets and convex functions
Lectures 7-8: Formulations of convex optimization problems
Lectures 9-11: Duality theory
Lecture 12-15: Introduction to convex optimization algorithms
Lectures 16-17: MATLAB programming basic and tricks
Lecture 18: Group project proposals
Lectures 19-25: Convex optimization algorithms
Lectures 27-29: Student project presentations