Math 450 / 558 - Course Calendar
This calendar is tentative. The precise duration on various topics are likely to change.
The chapters of the textbook corresponding to the topics are referred inside parentheses.
- Week 1 (Oct 5): Introduction (Chapter 1)
- Week 2 (Oct 12): Convex Sets (Chapter 2)
- Weeks 3 (Oct 19): Convex Functions (Chapter 3)
- Weeks 4-5 (Oct 26): Convex Optimization Problems, Optimality Conditions (Chapter 4)
- Weeks 6-7 (Nov 9): Lagrangian Duality, Strong Duality (Chapter 5)
- Week 8 (Nov 23): Applications - Approximation and Fitting Problems (Chapter 6)
- Week 9 (Nov 30): Applications - Geomteric Problems (Chapter 8)
- Weeks 10-11 (Dec 7): Algorithms for Unconstrained Minimization (Chapter 9)
- Week 12 (Dec 21): Algorithms for Equality Constrained Minimization (Chapter 10)
- Weeks 13-14 (Dec 28): Interior Point Methods for General Constrained Minimization (Chapter 11)