Conic Linear Optimization
(SOCP and SDP, etc.)
Winter 2014-2015

| Announcements (Updated Frequently) | General Info | Course Info | Handouts | Assignments |

  • I have additional office hour Friday (2/6) 10am-1pm and Saturday (2/7) 2-5pm (2/5/15).

  • No class on Monday 1/19 (a holiday) so that we have a make-up class on Friday 1/23 (1/16/15).

  • Friday Discussion is not scheduled every week. If there is one, I'd announce it in advance. There is no disccusion today (1/9/15).

  • Welcome to MS&E314/CME336, 2014-2015!
    This course covers linear, semidefinite, conic linear optimization problems as generalizations of classical linear programming. This year's theme is on rank reduction and rank-constrained SDP, and fast first-order conic LP algorithms. Related convex analysis, including the separating hyperplane theorem, Farkasí lemma, dual cones, optimality conditions, and conic inequalities. Applications to max-cut problems, graph partitioning, sensor localization, graph realization, and matrix completion. Course slides and a new updated monograph are available on the Handout page.