ECE1505: Convex Optimization
Electrical and Computer Engineering Department
University of Toronto
Spring 2018
Instructor: |
Lectures: |
Professor Wei Yu |
Tuesday 10am-11am MP-134 (McLennan Phy) Tuesday 11am-1pm AB-107 (Astronomy) |
Email: weiyu@comm.utoronto.ca |
TA Office Hours: Monday 11am-12pm BA2179 Thursday 2-3pm BA4164 |
Office: Bahen 4114 |
Final Exam: April 20, 10am-1pm, BA1190 |
Textbook: Convex Optimization
Authors: Stephen Boyd and Lieven
Vandenberghe, Cambridge University Press, 2004
The great watershed in optimization isn't between linearity and nonlinearity, but convexity and nonconvexity - R. Tyrell Rockafellar (SIAM Review '93)
This course provides a comprehensive coverage of the theoretical foundation and numerical algorithms for convex optimization. Topics include:
The topics covered in this course may be of interests to students in all areas of engineering and computer science.
Course Outline and Homework: Click here
Project Information: Click here
Pre-requisite: Vector calculus. Linear algebra. A fair level of mathematical maturity is expected.
Grades: Homework (25%), Final Exam (50%), and Course Project (25%).
TA: Arvin Ayoughi (sa.ayoughi@gmail.com) and Binbin Dai (bdai@ece.utoronto.ca)
References:
Last Updated:1/9/2018