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

Spring 2008 
Date  Lecture  Reading  Contents 

January 17  Lecture 1  Chapters1,2  Introduction, Convex Sets 
January 22  Lecture 2  Chapters 1,2  Convex Sets 
January 24  Lecture 3  Chapter 3  Convex Functions 
January 29  Lecture 4  Chapter 3  Convex Functions 
January 31  Lecture 5  Chapters 3,4  Convex Optimization Problems 
February 5  Lecture 6  Chapter 4  Convex Optimization Problems 
February 7  Lecture 7  Chapter 4  Vector Optimization, Conic programming 
February 12  Lecture 8  Chapter 5  Duality 
February 14  Lecture 9  Chapter 5  Duality in Convex Optimization 
February 19  Lecture 10  Chapter 5  Interpretations of duality 
February 21  Lecture 11  Chapter 6  Approximation and fitting 
February 28  Midterm  Midterm  Midterm 
March 4  Lecture 12  Chapters 6,7  Approximation and fitting/ Statistics 
March 6  Lecture 13  Chapter 7,8  Geometric Problems, Distance Geometry 
March 717  Spring Break  Spring Break  Spring Break 
March 18  Lecture 14  Notes  Numerical Linear Algebra 
March 20  Lecture 15  Chapter 9  Unconstrained Minimization 
March 25  Lecture 16  Chapter 9  Unconstrained Minimization 
March 27  Lecture 17  Chapter 10  Equality Constrained Minimization 
April 1  Lecture 18  Chapter 10  Equality Constrained Minimization 
April 3  Lecture 19  Chapter 11  Interior point methods 
April 8  Lecture 20  Chapter 11  Interior point Methods 
April 10  LECTURE 21  Chapter 11  Complexity of Interior point methods 
April 15  Lecture 22  Chapter 9,11  Self Concordant Functions 
April 17  Lecture 23  Notes  Advanced topics: SOS optimization 
April 22  LECTURE 24  Notes  Sum of Squares Methods 
April 24  Lecture 25  Notes  Advanced Topics 
April 29  Lecture 26  Notes  Review/Take Home Final 