Schedule
- Aug 22 Course info and real valued function of one variable. (Chapter 1.1)
- Aug 24 finished one variable and a bunch of definitions (Chapter 1.1 and part of 1.2)
- Aug 26 functions of several variables (Chapter 1.2 almost done)
- Aug 29 positive and negative definite matrices and recognizing them using determinants (half of Chapter 1.3)
- Aug 31 detecting local extremes using hessian and coercive functions (half of Chapter 1.4) HW #1 is due
- Sep 2 using eigenvalues for deciding (positive/negative semi) definity (Chapter 1.5) (deadline for registering the course)
- Sep 7 Convex set and convex combination (Chapter 2.1)
- Sep 9 Convex functions - definition (Chapter 2.3) HW #2 is due
- Sep 12 Convex functions - how to check if f is convex (Chapter 2.3)
- Sep 14 (A-G) inequality (Chapter 2.4) HW #3 is due
- Sep 16 (A-G) inequality examples (Chapter 2.4)
- Sep 19 Definition of Geometric Programming (Chapter 2.5)
- Sep 21 How to solve GP (Chapter 2.5)
- Sep 23 GP examples (still on EX#1), Least squares optimization (Chapter 4.1, not on exam on Sep 30)
- Sep 26 Least squares (Chapter 4.1)
- Sep 28 QR-factorization (Chapter 4.1) HW #4 is due
- Sep 30 Subspaces and projections (Chapter 4.2)
- Sep 30 Evening Exam - AH 245
- Oct 3 Underdetermined linear systems(Chapter 4.3 and 4.4)
- Oct 5 H-norms and Exam #1 review (Chapter 4.4) HW #5 is due
- Oct 7 Separation and support theorem - preparations (Chapter 5.1)
- Oct 10 Separation and support theorem - proof (Chapter 5.1) (Up to here for exam #2)
- Oct 12 (convex) program (Chapter 5.2) HW #6 is due
- Oct 14 Linear programming (free bonus, not in the book) (deadline for dropping the course)
- Oct 17 perturbation of convex programs (Chapter 5.2)
- Oct 19 approaching KKT (Chapter 5.2) HW #7 is due
- Oct 21 KKT theorem (Chapter 5.2)
- Oct 24 usage of KKT and extended (A-G) (Chapter 5.2 and 5.3)
- Oct 26 Exam (during class)
- Oct 28 extended (A-G) (Chapter 5.3)
- Oct 31 duality of geometric programming (Chapter 5.3)
- Nov 2 Proof of duality of geometric programming (Chapter 5.3) HW #8 is due
- Nov 4 Dual convex programs (Chapter 5.4)
- Nov 7 Duality of convex programming (Chapter 5.4)
- Nov 9 Penalty functions & methods (Chapter 6.1, 6.2)
- Nov 11 Penalty functions and coercive functons (Chapter 6.2, 6.3)
- Nov 13 KKT using P^E (Chapter 6.3)
- Nov 16 Semidefinite programming - definition HW #9 is due
Handwritten notes on SDP
- Nov 18 NO CLASS!!!
- Nov 28 SDP - examples
- Nov 30 SDP and maxcut approximation
- Dec 2 NO CLASS!!!
- Dec 2 evening exam from 5:30pm in AH 245
- Dec 5 SDP maxcut and interrior point method of solving SDP
- Dec 7 interior point method for SDP
- Dec 13 8:00 - 11:00 The super big exam