E0 265: Convex Optimization and Applications
Announcements:
Exam: April 25, 10 am - 1 pm, B-308 (EE).
Final lecture: April 10.
Problem set 4.
The second mid-term will be on March 24 from 10:00 - 11:30.
Problem set 3.
The second problem set will be discussed on Feb 19.
Problem set 2.
The first problem set will be discussed on Feb 1 (regular hours).
Notes (below) have been updated.
Problem set 1 (for practice).
Notes (analysis).
Notes (linear algebra).
The first mid-term exam will be on Feb 22 between 10:00 - 11:30.
The first meeting is on Jan 4 in B-308 (EE).
Course Details
Term: January - April 2018.
Credits: 3:1
Hours: Tuesday and Thursday (10:00 - 11:30 am).
Venue: B-308.
Instructor: Kunal Chaudhury (kunal@iisc.ac.in).
Teaching Assistants: Chirayu Athalye, Unni V. S. (unnivs.iisc@gmail.com).
Registration: http://acadserver.admin.iisc.ac.in/course/
Webpage: https://goo.gl/EpGFUf
Prerequisites: Linear Algebra and Calculus.
Topics:
Basic convex analysis (ref: 1).
Optimality conditions (ref: 1).
Canonical convex programs (ref: 1).
Lagrangian duality, KKT conditions, minimax theorems (ref: 1,3).
Modern applications (ref: 3).
Analysis of gradient method (ref: 2,3).
Structure: Problem sets, mid-term exams, one mini project, and a final exam.
Grading: Mid-term exams: 30%, mini-project: 20%, final exam: 50%.
References:
Convex Optimization by S. Boyd and L. Vandenbergh.
Introductory Lectures on Convex Programming by Y. Nesterov.
Lecture notes.