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+ | ==== Convex Optimization ==== | ||
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== Course information == | == Course information == | ||
* Instructor: Xiaohui Xie | * Instructor: Xiaohui Xie | ||
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* [[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_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_functions.pdf | Convex Functions]] |
* [[http://www.ics.uci.edu/~xhx/courses/ConvexOpt/optimization_problems.pdf | Optimization Problems]] | * [[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/optimality_conditions.pdf | Optimality Conditions]] | ||
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Modeling and application | Modeling and application | ||
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* [[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.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/stochastic_subgradient_methods_report.pdf | more details]] | ||
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* [[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.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/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/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/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] | ||
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- | <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] | ||
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- | == [[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 | + | |