The University of Jordan

Modern Convex Optimization (0301972)

 
Modern Convex Optimization

Course Description:
Theory and algorithms for constrained convex optimization including optimality conditions, duality theory, applications, interior-point methods, penalty and barrier methods.

Textbooks:
- Convex Optimization, by Stephen Boyd and Lieven Vandenberghe. Cambridge University Press. ISBN: ‎ 9780521833783​
- Combinatorial and Algorithmic Mathematics: From Foundation to Optimization, by Baha Alzalg. Kindle Direct Publishing. ​ISBN: 9798353826934
 
Topic Outline and Schedule:

The following is a rough plan. As the course progresses, I may include new topics and/or delete some of the ones listed here.

Topics

Weeks

1. Convexity, Polyhedra and Cones​, Farkas’ Lemma

1

2. Analysis of Algorithms

2, 3

3. Matrix/Array and Numeric Algorithms

4

4. Linear Programming

5-7

5. General Convex Programming

8-10

6. Second-Order Cone Programming

11-13

7. Semidefinte Programming

14-16

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Modern Convex Optimization (0301972)