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
Vectors, projections, matrices, symmetric matrices
Linear equations, least-squares and minimum-norm problems
SVD, PCA and related optimization problems
Convex Optimization
Convex sets, convex functions, convex optimization problems
KKT optimality conditions, duality (weak and strong), Slater's condition.
Special convex models: LP, QP, GP, SOCP
Robustness
Applications
Machine Learning
Control Systems
Engineering design
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.