EE 571 Introduction to Convex Optimization
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Professor Nicola Elia #3131, Coover Email: nelia@iastate.edu Ph: 515-294-3579
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Time M-W 2:10pm-3:20pm; Place: Pearson 3143; Office hours: After class, or by appointment
To equip the student with basic tools and expertise in formulating recognizing and solving convex optimization problems.
The students will be able to
Recognize convex sets, convex functions, and convex optimization problems
Formulate convex optimization problems emerging in various electrical engineering contexts bthn on paper and using CVX software
Solve convex optimization problems using CVX software and analyze the solution.
Topics Covered:
The plan is to cover 10 chapters of the textbook. Approximately two chapters every three weeks.
1. Convex sets
2. Convex Functions
3. Optimization Problems
4. Duality
5. Applications to approximation and fitting
6. Applications to statistical estimation
7. Applications to geometric problems
8. Algorithms for unconstrained optimization
9. Algorithms for equality constrained optimization
10. Interior point methods
Software CVX
The course is based off EE365a taught at Stanford.
The lecture notes will be posted here: Introduction Convex Sets Convex functions Convex Problems
Homework
HW1 HW2
HW3 HW4 HW5 HW6 HW7 (data HW7) HW8 HW9
Old Midterm exam for practice only not due in class.
S. Boyd and L. Vanderberghe: Convex Optimization : Cambridge University Press 2004 (required)
Bertsekas, Nedic, and Ozdaglar, Convex Analysis and Optimization (reference)
Luemberger: Optimization by Vector Space methods (reference)
HW 35%
Midterm 35%
Final take home/project 30%
Homework will be assigned every 10 days approximately. Homework should represent you own work although I encourage discussion among the students on topics related to the course.
The midterm exam may be in class.
There is no final exam for the course. The student can choose either to work on a project or to have a take-home assignment which would require to formulate an optimization problem and to solve it using Matlab.
Other policies
Teamwork, collaboration, and helping each other:
For tasks intended for group work, you are expected to find a partner and share the tasks among the group members. In a group project, effective teamwork is critical to maximize the productivity of the whole group. In the submitted work, identify components and indicate percentage contribution by each member to each component.
For tasks not intended for group work, individual submission is required. In this case, you are encouraged to discuss among your friends on how to attack problems. However, you should write your own solution. Copying other people’s work is strictly prohibited.
Academic dishonesty:
Cheating is a very serious offense. It will be dealt with in the most severe manner allowable under University regulations. If caught cheating, you can expect a failing grade and initiation of a cheating case in the University system..
If in doubt about what might constitute cheating, send an e-mail to your instructor describing the situation. If you notice anyone cheating, please report it to the instructor or the TA. Do not deal with it yourself.
Discrimination:
State and Federal laws as well as Iowa State University policies prohibit any form of discrimination on the basis of race, color, age, religion, national origin, sexual orientation, gender identity, marital status, disability, or status as a U.S. veteran. Language or gestures of discriminatory nature will not be tolerated. Severe cases will be reported to appropriate offices. See ISU policies at http://www.hrs.iastate.edu/hrs/files/reaffirmation.pdf
Let us make every effort to work together and create a positive, collegial, caring, and all-supportive learning environment in our classroom, laboratory, TA office, and instructor office.
Disability accommodation:
Individuals with physical or mental impairments who are otherwise qualified to perform their work or pursue their studies may request reasonable accommodations to enable them to work or continue their studies.
If you believe you have learning disability, you must contact Student Disability Resources at the Academic Success Center to initiate the accommodation process.
Accommodation for religion based conflicts:
Iowa State University welcomes diversity of religious beliefs and practices, recognizing the contributions differing experiences and viewpoints can bring to the community. Students with a religion based conflict should talk to the instructor and appropriate university offices to request accommodations at the earliest possible time.
No make-up exams, except for unforeseeable emergency that is well documented.
Active participation
Ask questions
Prohibited behaviors
Any foul language or gesture
Comments to other students that are discriminatory in any form
Any harassments as defined by the university
Academic dishonesty
No alcohol, drugs, or any other illegal / improper substances