✎ 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>
</ul>

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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>
<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>
<li class="level1"> <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"> Convex Functions]
  * [[http://www.ics.uci.edu/~xhx/courses/ConvexOpt/optimization_problems.pdf | Optimization Problems</a></li>
<li class="level1"> <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"> Optimality Conditions</a></li>
<li class="level1"> <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"> Duality</a></li>
<li class="level1"> <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"> Unconstrained minimization</a></li>
<li class="level1"> <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"> Equality constrained minimization</a></li>
<li class="level1"> <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"> Interior-point methods</a></li>
<li class="level1"> <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"> Introduction to Semidefinite Programming (SDP)</a></li>
<li class="level1"> <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"> SDP</a></li>
</ul>

<p>
Modeling and application
</p>
<ul>
<li class="level1 node"> <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"> Stochastic subgradient methods</a><ul>
<li class="level2"> <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"> more details</a></li>
</ul>
</li>
</ul>
<ul>
<li class="level1 node"> <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">Multitask feature learning</a><ul>
<li class="level2"> <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"> More details</a></li>
</ul>
</li>
<li class="level1"> <a href="http://www.ics.uci.edu/~xhx/courses/ConvexOpt/projects/FengJiang.pdf" class="urlextern" title="http://www.ics.uci.edu/~xhx/courses/ConvexOpt/projects/FengJiang.pdf" rel="nofollow"> Beamforming Optimization of MIMO Interference Network</a></li>
</ul>
<ul>
<li class="level1"> <a href="http://www.ics.uci.edu/~xhx/courses/ConvexOpt/projects/color_constancy.pdf" class="urlextern" title="http://www.ics.uci.edu/~xhx/courses/ConvexOpt/projects/color_constancy.pdf" rel="nofollow"> Color Constancy</a>      <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] &lt;nowiki>&#42;&lt;/nowiki>&lt;nowiki>&#42;&lt;/nowiki> <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]</li>
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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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