Conic Linear Optimization
(SOCP and SDP, etc.)
Class Times and Locations
Lectures: Mondays and Wednesdays 11-12:15.
Lecture Room: Nanoscale Science & Engineer 143.
Extra Session (Discussion, Make-Up Lectures): Fridays 11-12:15, Nanoscale Science & Engineer 143.
Math 113, 115 (or equivilant).
An eletronic monograph and Lecture Notes are distributed on this course website, see
Linear and Nonlinear Programming, 3rd Edition, Springer, by Luenberger and Ye.
Office: Huang 308
Office hours: Wednesdays 12:30 - 3:00 p.m., and by appointment
Course Assistant: ?
Office hours: Thursday 2:00pm-4:00pm
Staff Support: Roz Morf
Office: Huang 3rd floor
Grading and Exams
Your grade in this course will be based on two take-home exams.
4 assignments will be discussed but not graded.
Midterm and Final Exams:
Midterm exam (take-home): 40%; Feb 8-9; Final exam (take-home): 60%; March 8-10.