Syllabus

References

Lecture Notes

Lecture1  |   Lecture2 |   Lecture3
Lecture4  |   Lecture5 |    Lecture6
Solution Method 1   |   Solution Method 2   |   Solution Method 3
Lecture7  |  Lecture8 |    Lecture9
Lecture10 |  Lecture11   |   Lecture12

Supplemental Material

  • Conjugate Transformation
  • Legendre Fenchel Transformation
  • Subgradients – L.Vandenberghe
  • or706_GP
  • or706_KLP
  • or706_LP
  • or706_Log-exp
  • SOC Applications of SOCP
  • SOC programming
  • Semidefinite Programming
  • Applications of Semidefinite Programming
  • SDP Applications
  • The MATLAB Notebook
  •  Linear Conic Programming: LCoP_I ; LCop_VII ; LCop_V
  • Introduction to Semidefinite Programming
  • On Constraint Qualifications
  • MATLAB Lecture Note
  • Matlab Demo Code
  • Cubic L1 Splines
  • Active Set Attachment

Homework

Assignment #1   |   Assignment #2   |  Assignment #3  |  Assignment #4
Assignment #5   |   Assignment #6   |   Assignment #7  hw7_Attachment  Entropy Example
Assignment #8   |   Assignment #9  Problems   Supplement   Last problem

Project

Post:

Project assignment SOCP Applications SDP_Applications

Due:

Exam

First exam date:

Time scheduled:

Second exam date:

Time scheduled:

Course Grade