IE 515 Convex Analysis Spring 2005



Instructor: M. C. Pinar
Room: 305
Office Hours: Monday 15:30-17:00, Wednesday 14:30-17:00

  Textbook:

  Reference Materials and Online Resources:    The material listed above is for students' reference. The course will be based on the textbook. This is the second time
the course will be offered. It will be entirely different from the previous offering. The previous (2003) edition of the course covered a classical and highly theoretical convex analysis material. The current edition will be geared towards practical recognition, formulation and solution of convex optimization problems. The students will be required to familiarize with MATLAB and to solve numerical problems.

 

  Course Contents:

  1.    Convex sets
  2.    Convex functions
  3.    Convex optimization problems
  4.    Linear and quadratic programming problems
  5.    Geometric and Semidefinite Programming
  6.     Duality and optimality conditions
  7.     Geometric and data fitting problems
  8.     Engineering design applications

 Homeworks

1. HW1: Exercises 2.10, 2.11, 2.17 and 2.19, due 17.2.2005, Thursday.
2. HW2: Exercises 2.20 (you do not have to prove the hint), 2.21, 2.24, 2.33 and 2.35, due 24.2.2005, Thursday.
3. HW3: Exercises 3.7, 3.11, 3.13, 3.16 a,c,e only for convexity and concavity, due 3.3.2005, Thursday.
4. HW4: Exercises 3.18 (a), 3.27, 3.36 (a) and (f) only, 3.37, 3.42 due 10.3.2005, Thursday.
5. HW5: Exercises 4.7, 4.13, 4.14, 4.16, 4.20 due 17.3.2005, Thursday.
6. HW6: Exercises 4.28, 4.57, 4.58, 4.59 due 24.3.2005, Thursday.
7. HW7: Exercises 5.6, 5.13, 5.17, 5.20 and 5.28(solve the LP problem in the question using the software system SEDUMI with the YALMIP interface.) due 8.4.2005, Friday.
8. HW8: Exercises 6.4, 6.5 and 6.8, due 2.5.2005, Monday.
9. HW9: Exercises 7.2,7.3,7.4, and the problem assigned in class, due 10.5.2005, Tuesday.
10. HW10: Exercises 8.2 (a) and (c), 8.3 (b), 8.6, 8.8 (a), 8.15 due 20.5.2005, Friday (hand-in the hws to Ms. A. Altin).

 Policy on Homework


Grading

 
 

Homeworks
60 %
 


Term paper: 40 %