Optimization Models in Engineering

Fall 2021

To communicate: We do not use this site to communicate, post homeworks, etc. We use bCourses, and Piazza for student-GSI discussions. Homework is to be submitted on Gradescope (enroll code: 4PY76R).

Important dates:

Quiz 1: 9/28/2021

Quiz 2: 11/16/2021

Midterm: 10/19/2021

Final exam: 12/14/2021

Course Content

The course content will roughly follow the outline posted on the website, but is subject to change and evolve throughout the semester.

  • Linear Algebra

  1. Vectors, projections, matrices, symmetric matrices

  2. Linear equations, least-squares and minimum-norm problems

  3. SVD, PCA and related optimization problems

  • Convex Optimization

  1. Convex sets, convex functions, convex optimization problems

  2. KKT optimality conditions, duality (weak and strong), Slater's condition.

  3. Special convex models: LP, QP, GP, SOCP

  4. Robustness

  • Applications

  1. Machine Learning

  2. Control Systems

  3. Engineering design

  4. Finance

Instructor: Laurent El Ghaoui

Contact Information: (@berkeley.edu)

In case you want to email Professor El Ghaoui, please always cc the TA with most appropriate role(s) to your questions.

  • [Instructor] Laurent El Ghaoui, elghaoui

  • [HeadTA, Logistics] Fangda Gu, gfd18

  • [bCourses/DSP/Piazza/GradeScope] Jingqi Li, jingqili

  • [Content: HW] Aekus Bhathal, abhathal

  • [Content: HW] Abhinav Gopal, abhinavg

  • [Content: Exam] Tyler Westenbroek, westenbroekt

  • [Content: Discussion] Michael Jayasuriya, mjayasur

  • [Reader] Arnav Gulati, 22agulati

  • [Reader] David Zhang, davidwzhang

  • [Reader] Max Fu, max.fu.letian

  • [Reader] Andy Dong, dxa

  • [Reader] Andrew Lin, linandrew

Prerequisites: EECS 16A & EECS 16B OR Math 54, CS 70, Math 53.

Online resources: Piazza, Gradescope (4PY76R), and bCourses.

EECS Student Incident Reporting Form: Please share your experiences and any suggestions for improving the EECS Department climate here.