E0 265: Convex Optimization and Applications


Announcements:

  1. Exam: April 21 (EE 308, 2:00-5:00 pm)

  2. Final Lecture: April 5.

  3. Second mid-term: April 1 (EE 308, 3:30-5:00 pm).

  4. The second (and final) surprise test was on March 16.

  5. First mid-term: February 25 (EE 308, 3:00-4:30 pm).

  6. The first surprise test was on February 8.

  7. Problems sets 1 and 2 have been sent out.

  8. First meeting: January 4, EE 308, 3:30 pm.

Course Details

  • Term: January - April 2017.

  • Credits: 3:1

  • Hours: Wednesday and Friday (3:30 - 5:00 pm).

  • Instructor: Kunal Chaudhury (kunal@ee.iisc.ernet.in).

  • TA: Niladri Das (niladriranjandas@ee.iisc.ernet.in, hours: Tuesday, 4-5 pm).

  • Registration: https://coursereg.iisc.ac.in

  • Venue: B 308.

  • Prerequisites: Linear algebra and calculus.

  • Topics: Convex analysis, convex optimization, Lagrangian duality.

  • Structure: About 26 lectures, problem sets (not graded), 2 mid-term exams, 2 surprise tests, 1 mini project, and a final exam.

  • Grading: surprise tests: 10%, mid-term exams: 30%, mini-project: 10%, final exam: 50%.

  • Reference: Boyd and Vandenberghe, Convex Optimization.