EE617: Linear and Convex Optimization (Fall 2017)Instructor: Yuanzhang Xiao, xyz.xiao@gmail.com Lectures: Monday and Wednesday 3:00pm - 4:15pm, Holmes Hall 242 Office Hours: Tuesday and Thursday 3:00pm - 4:15pm (or by appointment), POST Building 201G Text Book: Convex Optimization by Stephen Boyd and Lieven Vandenberghe Software: CVX in Matlab or CVXPY in Python Grading Policy:
Schedule, Lecture Notes, and ReadingThe schedule is subject to adjustment. Theory (Aug. 21 - Sep. 20, 5 weeks)
Applications (Sep. 25 - Oct. 18, 4 weeks)
Review Session For Mid-Term Exam (Oct. 23) Mid-Term Exam (Oct. 25) (Exam and Solution) Computation (Oct. 30 - Dec. 6, 6 weeks)
Final Project (Dec. 11) HomeworkAll homework problems are exercises in the textbook. Homework 1 (due Oct. 23) (Solution)
Homework 2 (due Oct. 23) (Solution)
Homework 3 (due Nov. 15) |