CAAM 664 - Topics in Nonlinear Programming :
Convex Programming and Interior Point Methods
Fall 2002, Rice University

Introduction:
This is the official webpage for "CAAM 664 - Topics in Nonlinear Programming". This semester we will deal with structured convex programming problems in a conic setting, and interior point methods to solving such problems. In short, we will deal with convex programming theory, algorithms, and applications. Please check this page regularly for announcements and updates regarding the course. I will try and keep this webpage more or less up to date. However, please inform me about missing links, and necessary updates by sending email to kartik at rice dot edu.

Instructor:
Kartik Krishnan
Coordinates : Duncan Hall 3018
Phone No : (713)348-2649
Email id : kartik at rice dot edu
Office Hours : T,TH 11-12, and by appointment.

Time and Place: W (3.30 - 5 PM), F (4-5 PM), DH 1042.

Course Outline: The outline can also be downloaded as a postscript file caam664.ps

A few lectures are now available:

Announcements and Updates:
  • Lecture 1 is now available.
  • I have posted some papers on the Readings List.
  • Lecture 2 is now available.
  • Lecture notes on the Goemans-Williamson algorithm (from David Williamson's Lecture Notes on Approximation Algorithms, IBM Research Report RC 21409, February 1999).
  • An excellent introduction to eigenvalue optimization appears in the Adrian Lewis and Michael Overton survey paper on the subject.
  • Three excellent references for SDP include the Alizadeh, Vandenberghe and Boyd, and Todd survey papers.
  • Two excellent references for SOCP include the Lobo, Vandenberghe and Boyd, and the Alizadeh and Goldfarb survey papers.
  • Lecture 3 is now available.
  • Farid Alizadeh will be talking in the CAAM Colloquim on some aspects of the SOCP on the 28th of October 2002
  • Paul Tseng will be talking in the CAAM Colloquim on the 4th of November 2002
  • Your final presentations are due in the last week of classes. Please choose a paper/papers from the following presentations list. The list includes survey papers, theory, algorithms, and applications of conic programming.
  • Lecture 4 is now available.
  • Prof. Yin Zhang will be giving two lectures on primal-dual interior point methods for SDP on the 13th, and 15th of November 2002.
  • Here is Jesse's elegant solution for the Nesterov-Todd scaling matrix.
  • The schedule for the final student presentations is now available
  • An excellent introduction to primal-dual interior point methods for SDP appears in Yin Zhang's SIAM paper
  • Lecture 5 is now available.
  • Lecture 6 is now available.

    • List of discussions:

    Readings List:

    Accomodations:
    Any student with a disability requiring accomodations in this class is encouraged to contact me after class or during office hours. All discussions will remain confidential. Additionally, students should contact the Disabled Student Services office in the Ley Student Center.

    Useful Resources on the Web:
  • Optimization Online
  • Christoph Helmberg's Semidefinite Programming webpage (a comprehensive site on the SDP)
  • Interior Points Online
  • Bibliography on Semidefinite Programming : Maintained by Henry Wolkowicz
  • Bibliography on Interior Point Optimization : Maintained by John Mitchell
  • MathSciNet : Mathematical Reviews on the web(great for digging up papers)
  • Decision Tree for Optimization Software(great for Optimization Software)
  • Farid Alizadeh's SDP course at IEOR, Columbia University (Fall 2001)
  • Most of the chapters from Ben Tal and Nemirovskii are available here (Lecture Notes from a Summer School given by Nemirovskii at CORE)
  • A preliminary version of Renegar's book on interior point methods for convex optimization
  • Lectures notes from Levent Tuncel's course at Tokyo Institute of Technology, March 1998
  • Semidefinite Programming and Applications : Workshop at MSRI, Berkeley, October 7, 2002 to October 11, 2002
    • Last Updated: 17th-December-02
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        Webmaster : Kartik Krishnan
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