ECE285
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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