ECE285, Winter 2024 – Semidefinite and Sum-of-squares Optimization

Schedule

Week Date Lecture Assignments
1 Jan 09 L1: Introduction & Course Logistics
Jan 11 L2: Mathematical background Homework 1
2 Jan 16 L3: Review of convexity (I)
Jan 18 L4: Review of convexity (II)
3 Jan 23 L5: Conic programming Homework 2
Jan 25 L6: LP, QP, QCQP, SOCP, SDP
4 Jan 30 L7: Duality in conic programming (I)
Feb 01 L8: Duality in conic programming (II) Homework 3
5 Feb 06 L9: Applications of SDPs in control
Feb 08 L10: Applications of SDPs in combinatorial problems Proposal due
6 Feb 13 L11: Nonconvex quadratic optimization and SDP relaxations Homework 4
Feb 15 L12: Review
7 Feb 20 L13: Nonnegative polynomials, SOS, and SDP (I)
Feb 22 L14: Nonnegative polynomials, SOS, and SDP (II) Homework 5
8 Feb 27 Midterm exam
Feb 29 L15: SOS applications in control & machine learning
9 Mar 05 L16: Dual side: moment problems Homework 6
Mar 07 L17: Robust optimization
10 Mar 12 L18: Large-scale optimization
Mar 14 L19: Review and concluding remarks
11 Mar 19 Project presentation
Mar 20 Project report due