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

Spring 2009 
Date  Lecture  Reading  Contents 

January 15  Lecture 1  Chapters1,2  Introduction, Convex Sets 
January 20  Lecture 2  Chapters 1,2  Convex Sets 
January 22  Lecture 3  Chapter 3  Convex Functions 
January 27  Lecture 4  Chapter 3  Convex Functions 
January 29  Lecture 5  Chapters 3,4  Convex Optimization Problems 
February 3  Lecture 6  Chapter 4  Convex Optimization Problems 
February 5  Lecture 7  Chapter 4  Vector Optimization, Conic programming 
February 10  Lecture 8  Chapter 5  Duality 
February 12  Lecture 9  Chapter 5  Duality in Convex Optimization 
February 17  Lecture 10  Chapter 5  Interpretations of duality 
February 19  Lecture 11  Chapter 6  Approximation and fitting 
February 24  Midterm  Midterm  Midterm 
February 26  Lecture 12  Chapters 6,7  Approximation and fitting/ Statistics 
March 3  Lecture 13  Chapter 7,8  Geometric Problems, Distance Geometry 
March 5  Lecture 14  Notes  Numerical Linear Algebra 
March 616  Spring Break  Spring Break  Spring Break 
March 17  Lecture 15  Chapter 9  Unconstrained Minimization 
March 19  Lecture 16  Chapter 9  Unconstrained Minimization 
March 24  Lecture 17  Chapter 10  Equality Constrained Minimization 
March 26  Lecture 18  Chapter 10  Equality Constrained Minimization 
March 31  Lecture 19  Chapter 11  Interior point methods 
April 2  Lecture 20  Chapter 11  Interior point Methods 
April 7  LECTURE 21  Chapter 11  Complexity of Interior point methods 
April 9  Lecture 22  Chapter 9,11  Self Concordant Functions 
April 14  Lecture 23  Notes  Advanced topics: SOS optimization 
April 26  LECTURE 24  Notes  Sum of Squares Methods 
April 24  Lecture 25  Notes  Advanced Topics 
April 28  Lecture 26  Notes  Review/Take Home Final 