Introduction to Optimization, ECE490/CSE441

The course deals with basic theory and methods for the solution of optimization problems; iterative techniques for unconstrained minimization; linear and nonlinear programming with engineering applications; – see course outline with a tentative timeline.

Prerequisites: basics of real analysis in several variables (for refresher, I recommend Shilov’s course) and linear algebra.

Class meets 11-12:20am, Tuesdays and Thursdays in 2017 ECEB.

My office hours are 12:30-1:15 pm Tuesdays and Thursdays (following the course), in CSL 163. Please, send an email prior to your visit.

Class TA is Khaled Alshehri, kalsheh2@illinois.edu. His office hours are Mondays 4-5 PM in ECEB 3036 and Wednesdays 4-5 PM in CSL 360 (by appointment).

The synopses of the lectures, homework assignments etc will be posted here.

Textbook for the course is Foundations of Optimization by Osman Guler.
Further sources: Introductory lectures on convex optimization, by Yu. Nesterov.

Grading: there will be 5 homework assignments (totaling 40%), midterm (25%, tentatively on March 5) and comprehensive final exam (35%).

Some of the homework will require a modicum of coding; Python, Matlab, Mathematica are fine as coding languages.

Exams will cover problems similar to homework or exercises published on the course page.

To submit homework we will be using (experimentally!) Gradescope: please register.

Those registered for 4 credits will be required to do a project (groups of 2-3 students are encouraged) to be presented at the final weeks of the course: the project will be reporting on a paper or solving an optimization problem, with a computational component. The projects will be assigned by March 10.