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# Fall 2019

IC667: Convex Optimization (Fall 2019)

Instructor:
Kyung-Joon Park (kjp@, x6314, and E3-513)
Office hours: Right after class or by appointment

Class hour and classroom:
MW 13:30-15:00 pm, E3-113

Textbooks: Convex Optimization by Stephen Boyd¬†and¬†Lieven Vandenberghe (http://www.stanford.edu/~boyd/cvxbook/)

Convex Optimization: Fall 2018 ( http://www.stat.cmu.edu/~ryantibs/convexopt-F18/ )
Ž™®ŽĎźŽ•ľ žúĄŪēú žĽ®Ž≤°žä§ žĶúž†ĀŪôĒ (https://wikidocs.net/book/1896)
Convex optimization prerequisites review, by Nicole Rafidi (http://www.stat.cmu.edu/~ryantibs/convexopt-F18/prerequisite_topics.pdf)

Course Description:
This course builds the ability of recognizing and solving convex optimization problems that arise in applications.
Contents

• Convex sets, functions, and optimization problems¬†
• Basics of convex analysis
• Least-squares, linear and quadratic programs, semidefinite programming, minimax, extremal volume, and other problems¬†
• Optimality conditions, duality theory, theorems of alternative, and applications. Interior-point methods¬†
• Applications to signal processing, statistics and machine learning, control and mechanical engineering, digital and analog circuit design, and finance

Homework 20%, Midterm exam 40%, Term paper and presentation 40%

Announcement:

Lectures (tentative):

• [Sep. 2] Introduction
• [Sep. 4] Convex sets
• [Sep. 9] Convex sets
• [Sep. 11] No class (DGIST žįĹŽ¶ĹÍłįŽÖźžĚľ)
• [Sep. 16] Convex functions
• [Sep. 18] No class
• [Sep. 23] Convex functions
• [Sep. 25] Convex optimization problems
• [Sep. 30] Convex optimization problems
• [Oct. 2] Convex optimization problems (Class begins at 1 pm!)
• [Oct. 7] Convex optimization problems
• [Oct. 9] No class (ŪēúÍłÄŽā†)
• [Oct. 14] Duality
• [Oct. 16] Duality
• [Oct. 21] Midterm exam (E7 233Ūėł)
• [Oct. 23] No class (midterm week)
• [Oct. 28] KKT conditions
• [Oct. 30] Duality uses and correspondences