Applied Convex Optimisation

[Draft/Subject to minor changes]

Week 1 - Introduction to mathematical optimization [Ch. 1 and 9 and notes]

Week 2 - Introduction to convexity [Ch. 2 and 3]

Week 3 - Convex optimization problems [Ch. 4]

Week 4 - Lagrangian duality [Ch. 5 and 10]

Week 5 - Applications in EE [TBD]

Week 6 - Interior point methods [Ch. 11]

Week 7 - Convex relaxations [notes]

Written examination plus a Matlab assignment.

In case of an insufficient final result, repair options may exist in accordance with Article 17A, Times and number of examinations, sub 1, of the Teaching and Examination Regulations.

Disclaimer: information may change depending on unforeseen circumstances or measures (see: TER Art 2, sub 5).