When and Where: TBA
My office hours: TBA
Course webpage: The official webpage for this course is located at http://www4.ncsu.edu/~kksivara/ma796s/. It is your duty to check the webpage regularly for course announcements. I will also post course material, including handouts, homeworks, and exams here. The webpage should be up to date. However, please inform me about missing links, and necessary updates by sending me email.
Course prerequisites: MA/OR/IE 505
Course objectives: Conic programming is widely regarded as 'linear programming for the 21st century' and includes linear, second order, and semidefinite programming. The course is a unique blend of the theory of conic programming; algorithms and associated software for solving large scale conic programming problems; and exciting applications of conic programming to real world problems. The theoretical aspect of the course will examine the transition from linear to conic programming, conic duality, and basic interior point method theory. We will also introduce important subclasses of conic programming including second order cone and semidefinite programming. The algorithmic aspect of the course will develop primal-dual interior point methodologies and expose students to associated state of the art computer software for reliably and efficiently solving large scale conic programs. Finally, the application aspect of the course look at applications of conic programming in combinatorial optimization, engineering, robust optimization, and polynomial programming.
Course topics: The following topics will be covered in the course.
Computational resources: We will use SeDuMi and SDPT3 as computer software in the course. SeDuMi and SDPT3 are both MATLAB based software that can solve large scale conic optimization problems. You will be expected to write small MATLAB programs that call SeDuMi and SDPT3 in your homework assignments and the class project. Information on MATLAB, SeDuMi, and SDPT3 is available on the course webpage and I will review some of their important features via in-class demos.
Homeworks: Homeworks are assigned every two weeks and posted on the course webpage. Some of the homework assignments will involve the use of computer software including MATLAB, SeDuMi, and SDPT3. You are encouraged to discuss your homeworks with other students, but you must must work through, write up, and turn in the assignments on your own. You must turn a hard copy of your homework in the BEGINNING OF CLASS on the due date. Late homeworks will not be accepted without a prior instructor approval. I will post the solutions to the homework assignments on the course webpage.
Class Participation and Scribing Lectures: The course will be conducted in an informal seminar fashion. Participants are encouraged to ask questions and we will have discussions on the topics covered. Each participant is required to take turns in scribing a lecture and these lecture notes will eventually be posted on the course webpage. The template files for scribing these lectures are available at scribes.html.
Class Project with an In-Class Presentation: You will complete a class project in the latter half of the course on one or more aspects on the course. You will type a 3-4 page report in LATEX describing the research and give a in-class presentation towards the end of the semester. You can come up with your own project or I can suggest one. The LATEX template files that you will use for your report are available on the course webpage. Early in the semester, I will designate teams of 3 individuals. You will work together and submit your research report and give the in-class presentation as a team.
Grading: Please make it a point to pick up your corrected homework assignments, project, and exams. If you believe an error has been made in grading the homeworks, please bring it to my attention during office hours. I will notify you by email once I am done with the grading. If you detect inconsistencies in the grading notify me immediately. Homework and project scores will not be changed one week after they have been returned!
Calculation of course grade: A weighted average will be calculated as follows: Homeworks: 60 %, Class participation/scribing notes 10 % and Class Project 30 %. Homeworks are given the same weight. The grade scale is the following: 90-100 A-,A,A+; 80-89 B-,B,B+; 70-79 C-,C,C+; 60-69 D-,D,D+; below 60 F.
Course References:
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James Renegar A Mathematical View of Interior-Point
Methods in Convex Optimization, MPS-SIAM Series on Optimization,
SIAM, Philadelphia, 2001. This will serve as the required textbook for the course. A link to the book at amazon.com. | ||
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Stephen Boyd and Lieven Vandenberghe Convex
Optimization, Cambridge University Press, 2004. This will serve as our reference for applications of conic programming. The entire book is available online. | ||
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Aharon Ben-Tal and Arkadi Nemirovski Lectures on Modern
Convex Optimization: Analysis, Algorithms, and Engineering
Applications, MPS-SIAM Series on Optimization, SIAM,
Philadelphia, 2001. This will serve as our reference for applications of conic programming. Excerpts from this book are available from Arkadi Nemirovski's webpage. |
Academic Integrity: Please review the guidelines posted at the following website.
Students with disabilities: "Reasonable accommodations will be made for students with verifiable disabilities. In order to take advantage of available accomodations, students must register with Disability Services for Students at 1900 Student Health Center, Campus Box 7509, 515-7653. For more information on NC State's policy on working with students with disabilities, please see the Academic Accommodations for Students with Disabilities Regulation (REG02.20.1)".