Course Identification
Introduction to Convex Optimization
Lecturers and Teaching Assistants
Prof. Yaron Lipman
Course Schedule and Location
Second Semester
Monday, 16:15 - 18:00
30/04/2020
Field of Study, Course Type and Credit Points
Mathematics and Computer Science: Seminar; Elective; Regular; 2.00 points
Mathematics and Computer Science (Systems Biology / Bioinformatics): Lecture; 2.00 points
Attendance and participation
Required in at least 80% of the lectures
Estimated Weekly Independent Workload (in hours)
Syllabus
Selected topics in convex optimization.
We will follow parts of the book: Optimization, by Kenneth Lange
Detailed syllabus:
| Date |
Part |
| March 30, 2020 |
KKT Theory 1 - 5.1 - 5.3 |
| April 6, 2020 |
KKT Thoery 2 - 5.4 - 5.5 |
| April 20, 2020 |
Convexity 1 - 6.1 - 6.3 |
| April 27, 2020 |
Convexity 2 - 6.4 - 6.6 |
| May 4, 2020 |
Convex Calculus 1 14.1 - 14.4 |
| May 11, 2020 |
Convex Calculus 2 14.5 - 14.7 |
| May 18, 2020 |
Feasibility and Duality 1 15.1 - 15.3 |
| May 25, 2020 |
Feasibility and Duality 2 15.4 - 15.6 |
| June 1, 2020 |
Convex Minimization Algorithms 1 16.1 - 16.4 |
| June 8, 2020 |
Convex Minimization Algorithms 1 16.5 - 16.7 |
| June 15, 2020 |
The Calculus of Variations 1 17.1 - 17.5 |
| June 22, 2020 |
The Calculus of Variations 2 17.6 - 17.10 |
Each student will deliver one subject with a discussion. A list of exercise will be given every week.
Learning Outcomes
Upon successful completion of the course the students will:
Gain knowledge in both theoretical and practical aspects of these subjects including algorithms to solve certain convex optimization problems.