ECE285, Winter 2023 – Semidefinite and Sum-of-squares Optimization

Schedule

Week Date Lecture Assignments
1 Jan 10 L1: Introduction & Course Logistics
Jan 12 L2: Mathematical background Homework 1
2 Jan 17 L3: Review of convexity (I)
Jan 19 L4: Review of convexity (II)
3 Jan 24 L5: Conic programming Homework 2
Jan 26 L6: LP, QP, QCQP, SOCP, SDP
4 Jan 31 L7: Duality in conic programming (I)
Feb 02 L8: Duality in conic programming (II) Homework 3
5 Feb 07 L9: Applications of SDPs in control
Feb 09 L10: Applications of SDPs in combinatorial problems Proposal due
6 Feb 14 L11: Nonconvex quadratic optimization and SDP relaxations Homework 4
Feb 16 L12: Iterative inner/outer approximations (guest lecture)
7 Feb 21 L13: Nonnegative polynomials, SOS, and SDP (I)
Feb 23 L14: Nonnegative polynomials, SOS, and SDP (II) Homework 5
8 Feb 28 Midterm exam
Mar 02 L15: SOS applications in control & machine learning
9 Mar 07 L16: Dual side: moment problems Homework 6
Mar 09 L17: Robust optimization
10 Feb 14 L18: Large-scale optimization
Feb 16 L19: Review and concluding remarks
11 Mar 21 Project presentation
Mar 22 Project report due