## Schedule

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