2006 – Convex optimization

 

General

   
organizer Nicolas Macris (lthc)
office INR 134
phone 38114
email nicolas.macris@epfl.ch\“>nicolas.macris@epfl.ch
tentative schedule monday 11h – 12h30
location room INR 113

 

Topic

This semester we will study the topic of convex optimization. We will base ourselves on the book Convex Optimization by S.Boyd and L.Vandenberghe.

We will meet on a weekly basis for presentations of 1h or 1h30.

Evolving schedule

 

speaker date topic
     
Satish Korada march 20 Organisation – Linear programming
Satish Korada march 27 Linear programming
Satish Korada april 3 Linear programming-end
Vishwambar Rathi april 10 Convex sets
easter holiday april 17 – – – –
Dinkar Vasudevan april 24 Convex functions (chap 3)
Jasper Goseling May 1 Convex optimization problems (chap 4)
Mohammad Karzand May 8 Duality (chap 5)
Mohammad Karzand May 15 Strong Duality: continued (chap 5)
Mohammad Karzand May 22 Strong duality: proof of main theorem (chap 5)
Amin Karbasi May 29 Optimality conditions (chap 5)
holiday June 5 – – – –
Amin Karbasi June 12 KKT conditions: proofs, interpretation and examples
Florence Benezit June 19 Sensitivity analysis and theorems of alternatives
Etienne Perron June 26 Applications to estimation theory (chap 7)