Week | Date | Lecture | Assignments |
1 | Jan 03 | L1: Introduction & Course Logistics | |
| Jan 05 | L2: Mathematical background | Homework 1 |
2 | Jan 10 | L3: Review of convexity | |
| Jan 12 | L4: Conic programming | Homework 2 |
3 | Jan 17 | Martin Luther King, Jr. Holiday | |
| Jan 19 | L5: LP, QP, QCQP, SOCP, SDP | |
4 | Jan 24 | L6: Duality in conic programming (I) | |
| Jan 26 | L7: Duality in conic programming (II) | Homework 3 |
5 | Jan 31 | L8: Applications of SDPs in control | |
| Feb 02 | L9: Applications of SDPs in combinatorial problems | Project Proposal Due |
6 | Feb 07 | L10: Nonconvex quadratic optimization and SDP relaxations | Homework 4 |
| Feb 09 | L11: Nonnegative polynomials, SOS, and SDP (I) | |
7 | Feb 14 | L12: Nonnegative polynomials, SOS, and SDP (II) | Homework 5 |
| Feb 16 | Midterm exam | |
8 | Feb 21 | Presidents’ Day Holiday | |
| Feb 23 | L13: SOS applications in control and machine learning | Homework 6 |
9 | Feb 28 | L14: Dual side: moment problems | |
| Mar 02 | L15: Sparsity in large-scale problems | |
10 | Mar 07 | Project presentation | |
| Mar 09 | Project presentation | |
| Mar 14 | | Project Report Due
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