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