Examiners: Mikael Johansson (EE), Anders Forsgren (Mathematics)
The course consists of 24h lectures, given during Period 2, 2006.
Course literature: S. Boyd and L. Vandenberghe, Convex Optimization, Cambridge University Press, 2004, ISBN: 0521833787
After completed course, you will be able to
There are two versions of the course, with different credits and requirements
There will be a total of four sets of hand-ins distributed during the course. Late homework solutions are not accepted.
The short lecture should sum up the key ideas, techniques and results of a (course-related) research paper in a clear and understandable way to the other attendees. The presentation should be limited to 10 minutes.
For the 8-credit course, we encourage you to come up with a optimization-related research problem in your own research area. The results should be summarized in a short research report.
Lecture | Date | Time | Venue | Activity | Lecturer |
1 | Wed Oct 25 | 10-12 | Room 3721 | Introduction (pdf) | MJ |
2 | Tue Oct 31 | 13-15 | Room 3721 | Convexity (pdf, 1 per page) (ps, 4 per page) | AF |
3 | Thu Nov 2 | 13-15 | Room 3721 | Linear programming and the simplex method (pdf, 1 per page) (ps, 4 per page) | AF |
4 | Tue Nov 7 | 13-15 | Room 3721 | Linear programming, Lagrangian relaxation and duality (pdf, 1 per page) (ps, 4 per page) | AF |
5 | Thu Nov 9 | 13-15 | Room 3721 | Convex programming and semidefinite programming (pdf, 1 per page) (ps, 4 per page) | AF |
Tue Nov 14 | (No lecture) | ||||
Thu Nov 16 | (No lecture.) Please attend seminar by Stephen Boyd. | ||||
6 | Tue Nov 21 | 13-15 | Room 3721 | Sensitivity and multiobjective optimization | MJ |
7 | Thu Nov 23 | 13-15 | Room 3721 | Geometric programming and second-order cone programming | MJ |
8 | Tue Nov 28 | 13-15 | Room 3721 | Smooth convex unconstrained and equality-constrained minimization (pdf, 1 per page) (ps, 4 per page) | AF |
9 | Thu Nov 30 | 13-15 | Room 3721 | Interior methods (pdf, 1 per page) (ps, 4 per page) | AF |
10 | Tue Dec 5 | 13-15 | Room 3721 | Decomposition and large-scale optimization (pdf) | MJ |
11 | Wed Dec 6 | 15-17 | Room 3721 | Applications in communications and control (pdf) | MJ |
12 | Tue Dec 12 | 13-15 | Room 3721 | Applications in communications and control (pdf) | MJ |
Please note that the schedule is preliminary!