ECE285, Winter 2025 – Semidefinite and Sum-of-squares Optimization

Schedule

Week Date Lecture Assignments
1 Jan 07 L1: Introduction & Course Logistics
Jan 09 L2: Mathematical background Homework 1
2 Jan 14 L3: Review of convexity (I)
Jan 16 L4: Review of convexity (II)
3 Jan 21 L5: Conic programming Homework 2
Jan 23 L6: LP, QP, QCQP, SOCP, SDP
4 Jan 28 L7: Duality in conic programming (I)
Jan 30 L8: Duality in conic programming (II) Homework 3
5 Feb 04 L9: Applications of SDPs in control
Feb 06 L10: Applications of SDPs in combinatorial problems Proposal due
6 Feb 11 L11: Nonconvex quadratic optimization and SDP relaxations Homework 4
Feb 13 L12: Review
7 Feb 18 L13: Nonnegative polynomials, SOS, and SDP (I)
Feb 20 L14: Nonnegative polynomials, SOS, and SDP (II) Homework 5
8 Feb 25 Midterm exam
Feb 27 L15: SOS applications in control & machine learning
9 Mar 04 L16: Dual side: moment problems Homework 6
Mar 06 L17: Robust optimization
10 Mar 11 L18: Large-scale optimization
Mar 13 L19: Review and concluding remarks
11 Mar 18 Project presentation
Mar 21 Project report due