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EE 563-Convex Optimization

This course focuses on convex optimization theory, algorithms, and applications. Convex optimization deals with non-linear optimization problems where the objective function and constraints are convex. Topics include least squares problems, linear programming, quadratic programming, geometric programming, duality theory, and interior-point algorithms. Students will learn to recognize, model, and solve convex optimization problems that appear in fields like statistics, signal processing, and machine learning. The course will be taught through lectures, assignments, exams, and implementing algorithms in MATLAB's CVX software.

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159 views

EE 563-Convex Optimization

This course focuses on convex optimization theory, algorithms, and applications. Convex optimization deals with non-linear optimization problems where the objective function and constraints are convex. Topics include least squares problems, linear programming, quadratic programming, geometric programming, duality theory, and interior-point algorithms. Students will learn to recognize, model, and solve convex optimization problems that appear in fields like statistics, signal processing, and machine learning. The course will be taught through lectures, assignments, exams, and implementing algorithms in MATLAB's CVX software.

Uploaded by

Osama
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Lahore University of Management Sciences

 
 
EE 563 – Convex Optimization
Spring 2016
 
Course Description 
 
This course focuses on theory, algorithms and applications of convex optimization. Convex optimization deals with the non‐linear 
optimization problems where the objective function and the constraints of the problem are both convex. These problems appear in a variety 
of applications in diverse fields of science and engineering (e.g., statistics, signal/image processing, wireless communications, computational 
neuroanatomy, machine learning, and computational geometry, to name a few).  
 
Students will be given training to recognize, model and formulate the convex optimization problems. Topics include: review of least‐squares, 
linear programming, convex sets and functions, convexity with reference to inequalities, linear optimization problems, quadratic optimization 
problems, geometric programming, duality (Lagrange dual function), norm approximation, regularized approximation, geometric problems, 
Algorithms (descend, Newton, interior‐point). Implementation of optimization algorithms will be carried out in CVX (MATLAB based software 
for convex optimization). 
  
 
  
Course Basics 
Instructor  Zubair Khalid  
Room No.  9‐351 (Zubair) 
Office Hours  TBA 
Email  zubair.khalid@lums.edu.pk 
Telephone  8477  
Secretary/TA   TBA 
TA Office Hours  TBA 
Course URL (if any)  https://lms.lums.edu.pk/  
 
Credit Hours  3 
Lecture(s)  Nbr of Lec(s) Per Week  2  Duration  75 minutes  
 
Course Distribution 
Core  EE‐MS 
Elective  May be Elective for others 
Open for Student Category  BS (Needs prior permission) / MS / PhD 
 
 
COURSE PREREQUISITE(S) 
   
    Recommended:  Linear Algebra, Signal Processing, Feedback Control Systems  
  
Grading Breakup and Policy (Tentative) 
 
Homework Assignment(s): 15%  
Quiz(s): 15%  
Midterm Examination:30% 
Final Examination:40% 
 
 
 
 
 
 
 
 
 
 
 
Lahore University of Management Sciences
 
 
 
 
Course Objectives 
By the end of the course, the students should be able to  
 
 understand the basic theory of convex optimization. 
 recognize and formulate the convex optimization problems appear in a variety of applications. 
 analyze a convex problem using convex optimization theory and duality theory.  
 solve optimization problems by using different state‐of‐the‐art algorithms.  
 use the tools/methods learnt in this course in their own research work and applications. 

 
 
Examination Detail (Tentative) 
 
Duration: 2 hours 
Midterm  Preferred Date: During the Midweek 
Exam  Exam Specifications: Closed book closed notes/Calculators Allowed 

 
Yes/No: Yes 
Final Exam  Duration: 3 hours 
Exam Specifications:   Closed book, closed notes/Calculators Allowed/  
 
      
Textbook(s)/Supplementary Readings 
Text:  
 Boyd, Stephen, and Lieven Vanderberghe. Convex Optimization. Cambridge University Press, 2004 
 
References:  
 
 Bertsekas, Dimitri. Convex Optimization Theory. Athena Scientific, 2009 
 Ben‐Tal and Nemirovski. Lectures on Modern Convex Optimization: Analysis, Algorithms, and Engineering Applications, SIAM 
Series, 2001. 
 Nesterov. Introductory Lectures on Convex Optimization: A Basic Course. Springer, 2003. 
 
 
 
Lecture Plan (Tentative) 
Recommended 
Lectures  Topics 
Readings 
1‐3  Introduction, least squares, linear programming, mathematical background  Ch1 – Lecture Notes 
4‐8  Convex Sets and Functions  Ch. 2, Ch. 3 
9‐10  Linear Optimization  Ch. 4 
11‐12  Quadratic Optimization  Ch. 4 
13‐15  Geometric Programming, Inequality Constraints  Ch. 4 
16‐18  Duality Theory  Ch. 5 
19‐23  Algorithms (Constrained/Unconstrained, Interior‐point), Development/Analysis in MATLAB  Ch. 9,10,11 – Lecture Notes 
24‐27  Applications  Lecture Notes 
 

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