✎ teaching:cs295w11:start

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<h5>Course information</h5>
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<ul>
<li class="level1"> Instructor: Xiaohui Xie</li>
<li class="level1"> Meeting information: TT 3:30-4:50pm    Room: ICS 180 </li>
<li class="level1"> Office hours: TT after class</li>
</ul>

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<h5>Prerequisites</h5>
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<ul>
<li class="level1"> multivariate calculus and linear algebra</li>
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<h5>Course Description</h5>
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<p>
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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<ul>
<li class="level1">  <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 </li>
<li class="level1">  <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)</li>
</ul>

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<h5>Lectures</h5>
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<ul>
<li class="level1"> <a href="http://www.ics.uci.edu/~xhx/courses/ConvexOpt/introduction.pdf" class="urlextern" title="http://www.ics.uci.edu/~xhx/courses/ConvexOpt/introduction.pdf" rel="nofollow"> Introduction</a></li>
</ul>
<ul>
<li class="level1"> <a href="http://www.ics.uci.edu/~xhx/courses/ConvexOpt/convex_sets.pdf" class="urlextern" title="http://www.ics.uci.edu/~xhx/courses/ConvexOpt/convex_sets.pdf" rel="nofollow">  Convex Sets</a></li>
</ul>

<p>
<a href="http://www.ics.uci.edu/~xhx/courses/ConvexOpt/convex_functions.pdf]]" class="urlextern" 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]
<a href="http://www.ics.uci.edu/~xhx/courses/ConvexOpt/optimization_problems.pdf]]" class="urlextern" 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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<p>
<a href="http://www.ics.uci.edu/~xhx/courses/ConvexOpt/optimality_conditions.pdf]]" class="urlextern" 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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<p>
<a href="http://www.ics.uci.edu/~xhx/courses/ConvexOpt/duality.pdf]]" class="urlextern" 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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<p>
<a href="http://www.ics.uci.edu/~xhx/courses/ConvexOpt/unconstrained_opt.pdf]]" class="urlextern" 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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<p>
<a href="http://www.ics.uci.edu/~xhx/courses/ConvexOpt/equality.pdf]]" class="urlextern" 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]
<a href="http://www.ics.uci.edu/~xhx/courses/ConvexOpt/interior.pdf]]" class="urlextern" 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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<p>
<a href="http://www.ics.uci.edu/~xhx/courses/ConvexOpt/sdpintro.pdf]]" class="urlextern" 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)] 
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<p>
<a href="http://www.ics.uci.edu/~xhx/courses/ConvexOpt/semidef_prog.pdf]]" class="urlextern" 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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<p>
 Modeling and application
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<p>
<a href="http://www.ics.uci.edu/~xhx/courses/ConvexOpt/projects/stochastic_subgradient_methods.pdf]]" class="urlextern" 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> Stochastic subgradient methods] 
<a href="http://www.ics.uci.edu/~xhx/courses/ConvexOpt/projects/stochastic_subgradient_methods_report.pdf]]" class="urlextern" 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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<p>
<a href="http://www.ics.uci.edu/~xhx/courses/ConvexOpt/projects/Multitask_Feature_Learning.pdf]]" class="urlextern" 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> Multitask feature learning] 
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<p>
<b> <a href="http://www.ics.uci.edu/~xhx/courses/ConvexOpt/projects/Multitask_Feature_Learning_report.pdf]]" class="urlextern" 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> Beamforming Optimization of MIMO Interference Network] 
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<p>
<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> 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> 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> Load balancing on a heterogeneous cluster] ** <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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<p>
&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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<p>
&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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<p>
&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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<p>
&lt;nowiki>&#42;&lt;/nowiki> Convex functions: 3.2, 3.15, 3.16, 3.36, 3.42
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<p>
&lt;nowiki>&#42;&lt;/nowiki> Convex problems; 4.1, 4.65
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<p>
&lt;nowiki>&#42;&lt;/nowiki> Duality:  5.1, 5.13, 5.38, 5.42
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