CO463/663 Fall 2007
Convex Optimization and Analysis
- "The great watershed in optimization is not
between linearity and nonlinearity, but convexity and nonconvexity."
(
Rockafellar, 1993.)
Instructor Henry Wolkowicz (MC6065, x35589)
- Events/News
- Student Academic Discipline Policy: Copying assignments is contrary to University policy. You must work on your assignments on your own. (Late assign. are not accepted.)
- INCs are granted only with serious justification.
- The smallest squared square
- Time: 1:00-2:30PM, TTh
- Location: MC5045
-
Office Hours:
- FINAL EXAM: Wed. Dec. 5, MC 4064, 1-4PM.
- Convex Analysis and Nonlinear Optimization , by J.M. Borwein, and A.S. Lewis, Vol. 3, 2000, CMS Books in Mathematics, Springer Verlag, (extended edition 2006) ( Please send me any typos/comments on the text! )
- Summary of Notation/Basic Results
Expect 4-5 assignments - to be submitted at the beginning of the class stated on the assignment.
HW0; HW1; HW2; HW3; HW4;
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Homework #0
(Preliminaries)
Due: Thursday, Sept. 13, 2007
Reading- For your interest only:
- Download and install cvx. (We will experiment with this during the course to solve Disciplined Convex Programming Problems.)
- Homework #1
Due: Thursday, Oct. 4, 2007 (at start of class, 1PM)
Reading- Text: Chapter 1 (pages 1-14) and Chapter 3, section 3.3 (on Fenchel conjugate)
- Convex Functions Notes
- Problems
-
CVX Exercises
- Try running the following examples from the CVX library of examples: simple_LP.m; closest_toeplitz_psd.m. (Do not hand in.)
- Homework #2
Due: Tuesday, Oct. 23, 2007 (at start of class, 1PM)
Reading- Text: Related sections.
- Convex Functions Notes
- Problems
- Homework #3
Due: Thursday, Nov. 8, 2007 (at start of class, 1PM)
Reading- Text: Related sections.
- Convex Functions Notes
- Problems
- Homework #4
Due: Thursday, Nov. 29, 2007 (at start of class, 1PM)
Reading- Text: Related sections.
- Convex Functions Notes
- Problems
Last Modified: Wednesday 21 November 2007
