ESE 605: Modern Convex OptimizationDepartment of Electrical and Systems Engineering University of Pennsylvania 

Spring 2011 
Date  Lecture  Reading  Contents 

January 14  Lecture 1  Chapters1,2  Introduction, Convex Sets 
January 14  Lecture 2  Chapters 1,2  Convex Sets 
January 19  Lecture 3  Review  Linear Algebra Review 
January 21  Lecture 4  Chapter 2  Convex Sets 
January 26  Lecture 5  Chapters 2,3  Convex sets and Optimization Problems 
January 28  Lecture 6  Chapter 4  Convex Optimization Problems 
February 2  Lecture 7  Chapter 4  Vector Optimization, Conic programming 
February 4  Lecture 8  Chapter 5  Duality 
February 9  Lecture 9  Chapter 5  Duality in Convex Optimization 
February 11  Lecture 10  Chapter 5  Interpretations of duality 
February 16  Lecture 11  Chapter 6  Approximation and fitting 
February 18  Midterm  Midterm  Midterm 
February 23  Lecture 12  Chapters 6,7  Approximation and fitting/ Statistics 
February 25  Lecture 13  Chapter 7,8  Geometric Problems, Distance Geometry 
March 2  Lecture 14  Notes  Numerical Linear Algebra 
March 515  Spring Break  Spring Break  Spring Break 
March 16  Lecture 15  Chapter 9  Unconstrained Minimization 
March 18  Lecture 16  Chapter 9  Unconstrained Minimization 
March 23  Lecture 17  Chapter 10  Equality Constrained Minimization 
March 25  Lecture 18  Chapter 10  Equality Constrained Minimization 
March 30  Lecture 19  Chapter 11  Interior point methods 
April 1  Lecture 20  Chapter 11  Interior point Methods 
April 6  LECTURE 21  Chapter 11  Complexity of Interior point methods 
April 8  Lecture 22  Chapter 9,11  Self Concordant Functions 
April 13  Lecture 23  Notes  Advanced topics: SOS optimization 
April 15  LECTURE 24  Notes  Sum of Squares Methods 
April 20  Lecture 25  Notes  Advanced Topics 
April 27  Lecture 26  Notes  Review/Take Home Final 