E0 265: Convex Optimization and Applications
Announcements:
First meeting is on January 2 at 10 am in B-308 (EE department).
Course timing is now 11:30 - 13:00 hrs.
First mid-term is on Saturday February 22 (4:00 - 5:30 pm).
PS1 - PS6 and the coding assignment have be sent out.
Final exam. Part 1: June 20, 14:00 - 16:30 hrs; Part 2: June 26, 14:00 - 16:00 hrs.
Course Details
Term: January - April 2020.
Credits: 3:1
Hours: Tuesday and Thursday (11:30 - 13:00 hrs).
Venue: B-308.
Course page: https://tinyurl.com/wj42jzg
Instructors: Kunal Chaudhury and Chirayu Athalye.
Teaching Assistant: Ms. Ritika Jain.
Registration: http://acadserver.admin.iisc.ac.in/course/
Prerequisites: Linear Algebra, Calculus.
Topics:
Introduction.
Convex sets and functions.
Basic convex programs.
Optimality, duality, KKT conditions.
Algorithms.
Applications.
Tutorials: linear algebra, real analysis.
Grading: mid-term: 20%, assignments: 15%, coding: 15%, final exam: 50%.
References:
Convex Optimization by S. Boyd and L. Vandenbergh.
Introductory Lectures on Convex Programming by Y. Nesterov.
Lecture notes.