E0 265: Convex Optimization and Applications
Announcements:
The first meeting is on Jan 3 in B-308 (EE).
Problem Set 1 was sent out.
The first mid-term test will be on Feb 21 between 10:00 - 11:30.
The second mid-term test will be on March 28 between 10:00 - 11:30.
Hard deadline for submission of project report/code: April 20.
Problem Sets 2 and 3 have been sent out.
Final exam: May 1, 10am to 1pm.
Problem Set 4 was sent out.
The final lecture is on April 11.
Course Details
Term: January - April 2019.
Credits: 3:1
Hours: Tuesday and Thursday (10:05 - 11:35 am).
Venue: B-308.
Instructor: Kunal Chaudhury (kunal@iisc.ac.in).
Teaching Assistant: Jerrin Thomas (jerrinp@iisc.ac.in).
Registration: http://acadserver.admin.iisc.ac.in/course/
Prerequisites: Linear Algebra. I strongly suggest taking CMO or LNO, both offered in Aug-Dec.
Topics:
Introduction. [pdf]
Convex sets and functions. [pdf]
Basic convex programs. [pdf]
Optimality, duality, KKT conditions. [pdf]
Algorithms. [pdf]
The main results are discussed in the notes. Detailed explanations/ proofs will be provided during the lecture.
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.