CMPS 290C Home Page
Advanced Machine Learning
Convex Optimization Spring 2005

Manfred K. Warmuth
Organisational
       Class:	TTh 4-5:45, Porter 241
Office hours:	Mo,We 10-11, 357 E2
Free textbook Convex Optimization by Boyd and Vanderberghe

We will basically follow Boyd's class
1.	Introduction
        
	Maple plots for illumination example
	(save this file and load it into maple)

	Read Chapters 1 and 2

2.	Convex Sets    
	Homework 1: 2.2, 2.7, 2.8, 2.9, 2.12, 2.13, and 2.32 
  	Due Tu April 12th

	You can work in groups of size up to three
	but must hand in your own writeup

3.  	Second half of Convex Sets

4.	Convex Functions    

5.      Operations on Convex Functions 

	Homework 2: 3.1a, 3.2 - first figure, 
	3.13, 3.22a,
	3.36a: Show that f*(y)=0 if y prob.vect. and infty otherwise
        Posted 4-12   Due 4-21

6.	Finish Convex Functions

7.	Convex optimization    

8.	Convex optimization II

        Homework 3: 3.36d, 3.49c, 4.3, 4.11 a)-c)
        Posted 4-23   Due 5-3
9.	Convex optimization III

10.	Duality    

11.	Midterm

12.	Midterm solutions and review

        Homework 4: 4.43 b), 5.1, 5.5, 5.12
        Posted 5-11  Due 5-19
        
13-16	Duality 
        Homework 5: 5.13, 5.21, 5.26, 5.32
        Posted 5-21  Due 5-31
        
	Final