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