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.
- Convex Optimization, Stephen Boyd and Lieven Vandenberghe
- Optimization, Kenneth Lange
- A Course in Convexity, Alexander Barvinok
- Basics of Optimization
- Recap on analysis and linear algebra
- KKT theory
- 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.