EE227BT: Convex Optimization  —  Fall 2014

Instructor: Laurent El Ghaoui
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This course is about convex optimization. The image on the left illustrates the geometry of 2 times 2 positive semidefinite matrices, whcih are a central part of the course.

The course covers the following topics.

  • Convex optimization: convexity, conic optimization, duality.

  • Selected topics: robustness, stochastic programming, applications. Here is the projected outline.

Link to UC Berkeley Schedule of Classes: here.

Notes:

  1. To communicate, we use bCourses and Piazza.

  2. EE 227BT replaces the class previously offered as EE 227A. In the future EE 227BT will be renamed EE 227B, and will be cross-listed again. The ‘‘T’’ means temporary — UC Berkeley has complicated rules about course numbers…

  3. This is not an entry-level graduate class. If you never took an introductory graduate class in optimization, I strongly recommend taking http:www.eecs.berkeley.edu elghaouiTeachingEE127index.html EE 127 / EE 227AT EE 127, or its graduate-level version EE 227AT (offered concurrently next Spring 2015). In particular, I will expect you to be proficient in linear algebra.

  • Lectures: Tu,Th 11-1230P, 3106 Etcheverry.

  • Discussion section: W 1-2P, 521 CORY.