Applications for Convex Optimization and Linear Programming (2012)

News

  • 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.

General information

Instructor: Christina Fragouli
Office: BC 126
Email: christina (dot) fragouli (at) epfl (dot) ch
Assistant: Marc Desgroseilliers
Office: INR 140
Office hours: Monday 10h-11h
Email: marc (dot) desgroseilliers (at) epfl (dot) ch
Assistant: Runwei Zhang
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
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)

Abstract

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.

Course Schedule

The course schedule will be as follows:

Lecture # Lecture Date Description
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

Exercises for the course are chosen from Convex Optimization book.

Date Exercises
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

Book

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

courses/convexoptimization2012.txt · Last modified: 2012/06/11 13:42 by desgroseilliers
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