ece 490, introduction to optimization

Time/Location: 11:00-12:20 Tuesdays and Thursdays in ECEB 2017.

Class TA: Khaled Alshehri.

Office Hours: YB: Thursday, 2-3pm, Altgeld Hall 302; KA: Wednesday, 2-4pm, ECEB 3034.

Lecture plans and other materials will be posted here.

To contact regarding this course, either comment on the course posts, or email.


Texts:


Course outline:

  • Basics of Optimization
  • Recap on analysis and linear algebra
  • KKT theory
  • Convexity
  • Linear Programming
  • Simplex Method
  • Descent algorithms
  • Interior point methods
  • Dynamic Programming 

Classwork and grading:

There will be two midterms (2.18 and 3.31, usual class time), 20% each and a final exam (8:00-10:30 a.m., 5.9), 40%. Two programming exercises, 10% each, will be different for the 3 and 4 hours credit sections. Code in Matlab, Octave, AMPL and Python is accepted.