- Instructor: Xiaohui Xie
- Meeting information: TT 3:30-4:50pm Room: ICS 180
- Office hours: TT after class

- multivariate calculus and linear algebra

This course will focus on formulating and solving convex optimization problems arising in engineering and science. Topics include: convex analysis, linear and quadratic programming, semidefinite programming, optimality conditions, duality theory, interior-point methods, subgradient methods, convex relaxation.

- Convex Optimization by Stephen Boyd and Lieven Vandenberghe, available online
- Convex Analysis Rockafellar (suppl reference)

Modeling and application

- Final exam: Mar 15, 4:00-6:00pm (Bring one examination blue book!)
- Final project due: Mar 18, 5pm, hard copy in Bren Hall 4058

- Convex sets: 2.1, 2.9, 2.12, 2.15, 2.23, 2.24, 2.33 (from the textbook)
- Convex functions: 3.2, 3.15, 3.16, 3.36, 3.42
- Convex problems; 4.1, 4.65
- Duality: 5.1, 5.13, 5.38, 5.42