22494 Convex Optimization

Convex sets, functions, and optimization problems. The basics of convex analysis and theory of convex programming: optimality conditions, duality theory, theorems of alternative, and applications. Least-squares, linear and quadratic programs, semidefinite programming, and geometric programming. Numerical algorithms for smooth and equality constrained problems; interior-point methods for inequality constrained problems. Applications to systems biology, computational geometry, statistics, machine learning, and electrical engineering.

Announcements

• Welcome to 22494 Convex Optimization, Spring semester 2020!

• This course was originally developed by Stephen P. Boyd. We will use the same course text and many of the same course materials.

• Piazza's business model compromises your privacy. In this course, we will use Quera instead. Sign up at this link.

• All lectures and office hours during Week 3 are canceled due to the coronavirus outbreak and will be rescheduled for a later date.

• We will resume our class virtually amid novel coronavirus fears via webinar. All TA session will be held via webinar too.

• Office hours have been updated to reflect new online office hours.

• Homework 5 is posted. That finishes up the first round of assignments. There will be no lectures and homeworks on weeks 7 & 8 to observe the Nowruz holiday. Our class will resume on Sunday, April 5th. We recommend that you read sections of the book that you may have missed, or re-read sections that still confuse you during the break. We also recommend that you study the documentation for CVX*, skipping only the very driest sections. In particular, we expect you to know the DCP rules.

• Due to the ongoing situation relating to the COVID-19 coronavirus outbreak, the in-class midterm quiz has been canceled in the best interests of students and is replaced by a pair of projects.

• Final exam is posted. Good luck!