IE 521
syllabus
course schedule

IE 521 (Convex Optimization) - Fall 2024 - Schedule

Course schedule

Course notes can be downloaded here:

  • Dong, 'IE 521’. In the readings, it will be listed as IE 521.

  • Dong, 'How to math’. This is a helper document which outlines some of the 'rules’ of mathematical reasoning which is needed for HW1.

(These readings are also available on Piazza.)

Other readings will be taken from these textbooks:

  • BV: Boyd and Vandenberghe, 'Convex Optimization’.

  • Bertsekas, Nedich, and Ozdaglar, 'Convex Analysis and Optimization’.

  • Ben-Tal and Nemirovski, 'Lectures on Optimization III: Convex Analysis, Nonlinear Programming Theory, Nonlinear Programming Algorithms’.

  • Ben-Tal and Nemirovski, 'Lectures on Modern Convex Optimization: analysis, algorithms, and engineering applications’.

  • Nesterov, 'Lectures on Convex Optimization’.

  • Hiriant-Urruty and Lemarechal, 'Fundamentals of Convex Analysis’.

  • R: Rockafellar, 'Convex Analysis’.

  • Bauschke and Combettes, 'Convex Analysis and Monotone Operator Theory in Hilbert Spaces’

These books are not strictly about convex optimization but have certain sections that I think are a great resource:

  • L: Lee, 'Introduction to Topological Manifolds’. (I like Appendix A a lot as a review of basic mathematical concepts/notation.)

Please see the course schedule here:

https://docs.google.com/spreadsheets/d/1E4bwlHlH7msaZOwPP_ZMPykS3l3I2xd66P7--Vyapn4/pubhtml?gid=0&single=true

Homeworks

Please see Gradescope for due dates. Homework files and any required supplemental materials will be posted on Piazza. Additionally, homework solutions will be posted on Piazza after the due date.

Midterm Exams

Midterm exam dates are listed on the schedule above. They will cover all material prior to the exam date.

Both will be an open-note exams and take the entire duration of the class period. Digital devices will not be allowed, and will not be needed.

Final Project Presentations

As mentioned in the syllabus, you are expected to give a 10-minute presentation. Final project presentations will take place during the last several days of the semester, depending on the steady-state enrollment. Also as mentioned in the syllabus: you are expected to attend the presentations of your peers.

Final Reports

Final reports will be due Friday, December 13th at 11:59pm CT.