Table of Contents

- 11.06.2012 - The exam date is MARDI (Tuesday) 26.06.2012 de 12:15 à 15:05 in room CO2.
- 11.06.2012 - You are allowed two one-side pages during the final.
- 23.03.2012 - You can find the course outline, with the weight of the midterm (40%) and final exam (60%) here.
- 22.03.2012 - The midterm is closed books, no calculators or cell phones. Students are allowed one single page (one-sided). Students can use a typed page if they want, but font no smaller than 10pt.
- 22.03.2012 - The midterm will take place in ELA1 from 13h to 16h on March 30th.
- 22.03.2012 - Lectures will take place in INM 200 from 13h to 15h starting *tomorrow*. The last hour will take place in the usual room.
- 31.01.2012 - The class starts on Friday February 24th.

Instructor: | Christina Fragouli |
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Office: | BC 126 |

Email: | christina (dot) fragouli (at) epfl (dot) ch |

Assistant: | Marc Desgroseilliers |
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Office: | INR 140 |

Office hours: | Monday 10h-11h |

Email: | marc (dot) desgroseilliers (at) epfl (dot) ch |

Assistant: | Runwei Zhang |
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Office: | BC 366 |

Office hours: | Wednesday 11h-12h |

Email: | runwei (dot) zhang (at) epfl (dot) ch |

Lectures: | Friday 13:15pm-15:00pm; Room INM 200 |
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Exercises: | Friday 15:15pm-16:00pm; Room INM 10 |

Grading: | The grading is based on midterm (40%) and final exam (60%). The final grade is max(0.4midterm+0.6 final, final) |
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In this class we will introduce basic tools used in convex optimization and the special case of linear programming. Our focus will be in recognizing convex optimization problems in a variety of applications and selecting the appropriate solution algorithm.

The course schedule will be as follows:

Lecture # | Lecture Date | Description |
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1 | Fri Feb. 24, 2012 | 3 hours of lecture. (Sections 2.1, 2.2, 2.3, 2.5) |

2 | Fri Mar. 02, 2012 | 2 hours of exercise session. |

3 | Fri, Mar. 09. 2012 | 2 hours of lecture and 1 hour of exercise session. (Sections 3.1.1-3.1.5, 3.1.7, A4) |

4 | Fri Mar. 16, 2012 | 2 hours of lecture and 1 hour of exercise session. (Sections 3.2.1-3.2.5, 3.4) |

5 | Fri Mar. 23, 2012 | 1 hour of lecture and 2 hours of exercise session. (Section 4.1) |

6 | Fri Mar. 30, 2012 | Midterm |

Fri Apr. 6, 2012 | No class | |

Fri Apr. 13, 2012 | No class | |

7 | Fri Apr. 20, 2012 | Midterm correction |

8 | Fri Apr. 27, 2012 | 2 hours of lecture and 1 hour of exercise session. (Sections 4.1,4.2) |

9 | Fri May 4, 2012 | 2 hours of lecture and 1 hour of exercise session. (Sections 4.3, 4.4.1 4.5.1-4.5.3) |

10 | Fri May 11, 2012 | 2 hours of lecture and 1 hour of exercise session. (Sections 5.1, 5.2.1-5.2.4, 5.5.1-5.5.3, 5.5.5) |

11 | Fri May 18, 2012 | 1 hour of lecture and 2 hours of exercise session. |

12 | Fri May 25, 2012 | Special lecturer |

13 | Fri Jun. 1, 2012 | Special lecturer |

Exercises for the course are chosen from Convex Optimization book.

Date | Exercises |
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02.03.2012 | 2.2, 2.4, 2.5, 2.7, 2.8 a,b 2.9 a, 2.12 a-e, 2.21 Problem Set 1 Solutions 1 |

09.03.2012 | 3.2, 3.6, 3.16 a-d, 3.17 Problem Set 2 Solutions 2 |

16.03.2012 | 3.9, 3.24 (3.45 not covered) Problem Set 3 Solutions 3 |

23.03.2012 | Problem Set 4 Solutions 4 |

27.04.2012 | Problem Set 5 Solutions 5 |

04.05.2012 | Problem Set 6 Solutions 6 |

11.05.2012 | Problem Set 7 Solutions 7 |

18.05.2012 | Problem Set 8 Solutions 8 |

The course book is Convex Optimization written by Stephen Boyd and Lieven Vandenberghe. You may download an electronic version of the book from here.