Office hours: Wednesdays 1:30 - 2:50pm (Check the announcement site for any possible change), and by appointment
Course Assistant: Xiaocheng Li
Office hours: Tue. 10 to 11:30am
Staff Support: Roz Morf
Grading and Exams
Your grade in this course will be based on homework sets, a take-home midterm exam, and a
take-home final exam.
Homework Exercises: not be graded but discussed in problem sessions;
Midterm exam: November 4-5 take home, 35%;
Final Examination: December 9-11 take home, 65%.
You can do a project (up to two students): report due December 11 (in replacing the final exam), 65%.
About Linear and Conic Optimization
Topics include: Problem formulation of standard linear (conic)
programming models, the theory of polyhedral and
conic convex sets, linear inequalities, alternative theorems and
duality, sensitivity analyses and economic interpretations, and
relaxations of harder optimization problems. Algorithms include the
simplex method, interior-point methods, and ADMM and first-order
methods. Complexity and/or computation efficiency analysis for linear
programming. Applications include dynamic resource allocation, on-line
mechanism design, and compressed sensing.