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

Spring 2016 
Date  Lecture  Reading  Contents 

January 14  Lecture 1  Chapters1,2  Introduction 
January 19  Lecture 2  Chapters 1,2  Convex Sets 
January 21  Lecture 3  Chapter 2  Convex Sets 
January 26  Lecture 4  Chapter 2  Convex Sets 
January 28  Lecture 5  Chapters 2,3  Convex functions 
February 2  Lecture 6  Chapter 3  Convex functions 
February 4  Lecture 7  Chapter 3  convex functions 
February 9  Lecture 8  Chapter 4  Convex Programing 
February 11  Lecture 9  Chapter 5  Duality in Convex Optimization 
February 16  Lecture 10  Chapter 5  Interpretations of duality 
February 18  Lecture 11  Chapter 5  Geometric interpretation of duality 
February 23  Lecture 12  Chapter 5  Duality and Game Theory 
February 25  Lecture 13  Chapters 6  Duality in conic problems 
March 1  Lecture 13  Chapters 6  More on Duality: interpretations and examples 
March 3  Tentative time for Midterm  Midterm (Tentative)  Midterm(Tentative) 
March 15  Lecture 14  Chapter 6  Approximation and fitting 
March 17  Lecture 15  Chapter 6  variants of least squares/LASSO/Robust LS 
March 22  Lecture 16  Chapter 7  Estimation 
March 24  Lecture 17  Chapter 7  Estimation/Machine learning 
March 29  Lecture 18  Chapter 9  Unconstrained Minimization 
March 31  Lecture 19  Chapter 9  Unconstrained Minimization 
April 5  Lecture 20  Chapter 10  Equality Constrained Minimization 
April 7  Lecture 21  Chapter 10  Equality Constrained Minimization 
April 12  Lecture 22  Chapter 11  Interior point methods 
April 14  Lecture 23  Chapter 11  Interior point Methods 
April 19  Lecture 24  Chapter 11  Complexity of Interior point methods 
April 21  Lecture 25  Chapter 9,11  Self Concordant Functions 
April 26  Lecture 26  Notes  Complexity analysis, infeasible start Newton Method 
April 28  Lecture 27  Notes  Advanced topics: SOS optimization/Takehome Final 