Convex optimization

Course content

This is a PhD course in convex optimization, focusing on recognizing and formulating convex optimization problem, and then solving them using specialized software (CVX Links to an external site.). The overall goal is to convey a working knowledge of convex optimization, to make it a practically valuable addition to the student's research toolbox.

The base course, worth 7 credits, covers the theory and applications sections, ch. 1-8, of the textbook Convex optimization Links to an external site.. This can be extended with an optional project worth 3 credits.

Course structure

The base course runs in period 2, with weekly meetings (schedule). The course will follow a flipped-classroom format, meaning that students are expected to prepare beforehand (reading, watching lectures and solving problems) while the meetings focus on discussion, problem solving and programming. Examination will be in the form of quizzes and homework.

End of course update: the course evaluation for this edition of the course can be found here Download here. A summary, as well as recommendations for the next edition, can be found here Download here.  

Registration

To register for the course, please contact the course responsible Links to an external site. directly. 

Teacher

Jens Sjölund Links to an external site.

PhD course