✎ teaching:cs295w11:start

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<h5>Course information</h5>
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 * Instructor: Xiaohui Xie
 * Meeting information: TT 3:30-4:50pm    Room: ICS 180 
 * Office hours: TT after class
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<h5>Prerequisites</h5>
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 * multivariate calculus and linear algebra
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<h5>Course Description</h5>
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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.
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<h5>Textbook</h5>
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 * <a href="http://www.stanford.edu/boyd/cvxbook/bv_cvxbook.pdf" class="urlextern" title="http://www.stanford.edu/boyd/cvxbook/bv_cvxbook.pdf" rel="nofollow"> Convex Optimization</a> by Stephen Boyd and Lieven Vandenberghe, available online 
* <a href="http://www.amazon.com/Analysis-Princeton-Mathematical-Tyrrell-Rockafellar/dp/0691080690" class="urlextern" title="http://www.amazon.com/Analysis-Princeton-Mathematical-Tyrrell-Rockafellar/dp/0691080690" rel="nofollow">  Convex Analysis</a> Rockafellar (suppl reference)
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<h5>Lectures</h5>
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&lt;nowiki>&#42;&lt;/nowiki> <a href="/doku.php?id=http:www.ics.uci.edu:xhx:courses:convexopt:introduction.pdf" class="wikilink2" title="http:www.ics.uci.edu:xhx:courses:convexopt:introduction.pdf" rel="nofollow">http://www.ics.uci.edu/~xhx/courses/ConvexOpt/introduction.pdf</a> Introduction]
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&lt;nowiki>&#42;&lt;/nowiki> <a href="/doku.php?id=http:www.ics.uci.edu:xhx:courses:convexopt:convex_sets.pdf" class="wikilink2" title="http:www.ics.uci.edu:xhx:courses:convexopt:convex_sets.pdf" rel="nofollow">http://www.ics.uci.edu/~xhx/courses/ConvexOpt/convex_sets.pdf</a> Convex Sets]
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&lt;nowiki>&#42;&lt;/nowiki> <a href="/doku.php?id=http:www.ics.uci.edu:xhx:courses:convexopt:convex_functions.pdf" class="wikilink2" title="http:www.ics.uci.edu:xhx:courses:convexopt:convex_functions.pdf" rel="nofollow">http://www.ics.uci.edu/~xhx/courses/ConvexOpt/convex_functions.pdf</a> Convex Functions]
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&lt;nowiki>&#42;&lt;/nowiki> <a href="/doku.php?id=http:www.ics.uci.edu:xhx:courses:convexopt:optimization_problems.pdf" class="wikilink2" title="http:www.ics.uci.edu:xhx:courses:convexopt:optimization_problems.pdf" rel="nofollow">http://www.ics.uci.edu/~xhx/courses/ConvexOpt/optimization_problems.pdf</a> Optimization Problems]
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&lt;nowiki>&#42;&lt;/nowiki> <a href="/doku.php?id=http:www.ics.uci.edu:xhx:courses:convexopt:optimality_conditions.pdf" class="wikilink2" title="http:www.ics.uci.edu:xhx:courses:convexopt:optimality_conditions.pdf" rel="nofollow">http://www.ics.uci.edu/~xhx/courses/ConvexOpt/optimality_conditions.pdf</a> Optimality Conditions]
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&lt;nowiki>&#42;&lt;/nowiki> <a href="/doku.php?id=http:www.ics.uci.edu:xhx:courses:convexopt:duality.pdf" class="wikilink2" title="http:www.ics.uci.edu:xhx:courses:convexopt:duality.pdf" rel="nofollow">http://www.ics.uci.edu/~xhx/courses/ConvexOpt/duality.pdf</a> Duality]
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&lt;nowiki>&#42;&lt;/nowiki> <a href="/doku.php?id=http:www.ics.uci.edu:xhx:courses:convexopt:unconstrained_opt.pdf" class="wikilink2" title="http:www.ics.uci.edu:xhx:courses:convexopt:unconstrained_opt.pdf" rel="nofollow">http://www.ics.uci.edu/~xhx/courses/ConvexOpt/unconstrained_opt.pdf</a> Unconstrained minimization]
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&lt;nowiki>&#42;&lt;/nowiki> <a href="/doku.php?id=http:www.ics.uci.edu:xhx:courses:convexopt:equality.pdf" class="wikilink2" title="http:www.ics.uci.edu:xhx:courses:convexopt:equality.pdf" rel="nofollow">http://www.ics.uci.edu/~xhx/courses/ConvexOpt/equality.pdf</a> Equality constrained minimization]
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&lt;nowiki>&#42;&lt;/nowiki> <a href="/doku.php?id=http:www.ics.uci.edu:xhx:courses:convexopt:interior.pdf" class="wikilink2" title="http:www.ics.uci.edu:xhx:courses:convexopt:interior.pdf" rel="nofollow">http://www.ics.uci.edu/~xhx/courses/ConvexOpt/interior.pdf</a> Interior-point methods]
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&lt;nowiki>&#42;&lt;/nowiki> Semi-definite programming <b><a href="/doku.php?id=http:www.ics.uci.edu:xhx:courses:convexopt:sdpintro.pdf" class="wikilink2" title="http:www.ics.uci.edu:xhx:courses:convexopt:sdpintro.pdf" rel="nofollow">http://www.ics.uci.edu/~xhx/courses/ConvexOpt/sdpintro.pdf</a> Introduction to Semidefinite Programming (SDP)] </b> <a href="/doku.php?id=http:www.ics.uci.edu:xhx:courses:convexopt:semidef_prog.pdf" class="wikilink2" title="http:www.ics.uci.edu:xhx:courses:convexopt:semidef_prog.pdf" rel="nofollow">http://www.ics.uci.edu/~xhx/courses/ConvexOpt/semidef_prog.pdf</a> SDP]
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&lt;nowiki>&#42;&lt;/nowiki> Modeling and application
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<b><a href="/doku.php?id=http:www.ics.uci.edu:xhx:courses:convexopt:projects:stochastic_subgradient_methods.pdf" class="wikilink2" title="http:www.ics.uci.edu:xhx:courses:convexopt:projects:stochastic_subgradient_methods.pdf" rel="nofollow">http://www.ics.uci.edu/~xhx/courses/ConvexOpt/projects/stochastic_subgradient_methods.pdf</a> </b>
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<b>Stochastic subgradient methods] </b> &lt;nowiki>&#42;&lt;/nowiki> <a href="/doku.php?id=http:www.ics.uci.edu:xhx:courses:convexopt:projects:stochastic_subgradient_methods_report.pdf" class="wikilink2" title="http:www.ics.uci.edu:xhx:courses:convexopt:projects:stochastic_subgradient_methods_report.pdf" rel="nofollow">http://www.ics.uci.edu/~xhx/courses/ConvexOpt/projects/stochastic_subgradient_methods_report.pdf</a> more details]
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<b><a href="/doku.php?id=http:www.ics.uci.edu:xhx:courses:convexopt:projects:multitask_feature_learning.pdf" class="wikilink2" title="http:www.ics.uci.edu:xhx:courses:convexopt:projects:multitask_feature_learning.pdf" rel="nofollow">http://www.ics.uci.edu/~xhx/courses/ConvexOpt/projects/Multitask_Feature_Learning.pdf</a> </b>
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<b>Multitask feature learning] </b> &lt;nowiki>&#42;&lt;/nowiki> <a href="/doku.php?id=http:www.ics.uci.edu:xhx:courses:convexopt:projects:multitask_feature_learning_report.pdf" class="wikilink2" title="http:www.ics.uci.edu:xhx:courses:convexopt:projects:multitask_feature_learning_report.pdf" rel="nofollow">http://www.ics.uci.edu/~xhx/courses/ConvexOpt/projects/Multitask_Feature_Learning_report.pdf</a> More details] <b><a href="/doku.php?id=http:www.ics.uci.edu:xhx:courses:convexopt:projects:fengjiang.pdf" class="wikilink2" title="http:www.ics.uci.edu:xhx:courses:convexopt:projects:fengjiang.pdf" rel="nofollow">http://www.ics.uci.edu/~xhx/courses/ConvexOpt/projects/FengJiang.pdf</a> </b>
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<b>Beamforming Optimization of MIMO Interference Network] </b> <a href="/doku.php?id=http:www.ics.uci.edu:xhx:courses:convexopt:projects:color_constancy.pdf" class="wikilink2" title="http:www.ics.uci.edu:xhx:courses:convexopt:projects:color_constancy.pdf" rel="nofollow">http://www.ics.uci.edu/~xhx/courses/ConvexOpt/projects/color_constancy.pdf</a> Color Constancy] <b><a href="/doku.php?id=http:www.ics.uci.edu:xhx:courses:convexopt:projects:approximation.pdf" class="wikilink2" title="http:www.ics.uci.edu:xhx:courses:convexopt:projects:approximation.pdf" rel="nofollow">http://www.ics.uci.edu/~xhx/courses/ConvexOpt/projects/approximation.pdf</a> </b>
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<b>Approximation and fitting] </b> <a href="/doku.php?id=http:www.ics.uci.edu:xhx:courses:convexopt:projects:struct_var_detection.pdf" class="wikilink2" title="http:www.ics.uci.edu:xhx:courses:convexopt:projects:struct_var_detection.pdf" rel="nofollow">http://www.ics.uci.edu/~xhx/courses/ConvexOpt/projects/struct_var_detection.pdf</a> Detecting genetic variation using fused Lasso] <b><a href="/doku.php?id=http:www.ics.uci.edu:xhx:courses:convexopt:projects:load_balancing_convopt.pdf" class="wikilink2" title="http:www.ics.uci.edu:xhx:courses:convexopt:projects:load_balancing_convopt.pdf" rel="nofollow">http://www.ics.uci.edu/~xhx/courses/ConvexOpt/projects/Load_balancing_ConvOpt.pdf</a> </b>
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<b>Load balancing on a heterogeneous cluster] </b> <a href="/doku.php?id=http:www.ics.uci.edu:xhx:courses:convexopt:projects:graph_isomorphism.pdf" class="wikilink2" title="http:www.ics.uci.edu:xhx:courses:convexopt:projects:graph_isomorphism.pdf" rel="nofollow">http://www.ics.uci.edu/~xhx/courses/ConvexOpt/projects/graph_isomorphism.pdf</a> Detecting graph isomorphism] <b><a href="/doku.php?id=http:www.ics.uci.edu:xhx:courses:convexopt:projects:load_balancing_convopt.pdf" class="wikilink2" title="http:www.ics.uci.edu:xhx:courses:convexopt:projects:load_balancing_convopt.pdf" rel="nofollow">http://www.ics.uci.edu/~xhx/courses/ConvexOpt/projects/Load_balancing_ConvOpt.pdf</a> </b>
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<b>Load balancing on a heterogeneous cluster] </b> <a href="/doku.php?id=http:www.ics.uci.edu:xhx:courses:convexopt:projects:modeling_marketing_promotion_choices.pdf" class="wikilink2" title="http:www.ics.uci.edu:xhx:courses:convexopt:projects:modeling_marketing_promotion_choices.pdf" rel="nofollow">http://www.ics.uci.edu/~xhx/courses/ConvexOpt/projects/Modeling_Marketing_Promotion_Choices.pdf</a> Modeling marketing promotion choices]
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&lt;nowiki>&#42;&lt;/nowiki>&lt;nowiki>&#42;&lt;/nowiki> <a href="/doku.php?id=http:www.ics.uci.edu:xhx:courses:convexopt:projects:patrickflynn.pdf" class="wikilink2" title="http:www.ics.uci.edu:xhx:courses:convexopt:projects:patrickflynn.pdf" rel="nofollow">http://www.ics.uci.edu/~xhx/courses/ConvexOpt/projects/PatrickFlynn.pdf</a> Conjugate gradient method]
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<h5>[[ConvexOptFall2010Projects | Projects]]</h5>
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<h5>Key dates</h5>
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&lt;nowiki>&#42;&lt;/nowiki> Final exam: Mar 15, 4:00-6:00pm  (Bring one examination blue book!) &lt;nowiki>&#42;&lt;/nowiki> Final project due: Mar 18, 5pm, hard copy in Bren Hall 4058
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<h5>Exercise</h5>
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&lt;nowiki>&#42;&lt;/nowiki> Convex sets: 2.1, 2.9, 2.12, 2.15, 2.23, 2.24, 2.33  (from the textbook)
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&lt;nowiki>&#42;&lt;/nowiki> Convex functions: 3.2, 3.15, 3.16, 3.36, 3.42
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&lt;nowiki>&#42;&lt;/nowiki> Convex problems; 4.1, 4.65
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&lt;nowiki>&#42;&lt;/nowiki> Duality:  5.1, 5.13, 5.38, 5.42
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