WEEK | DATE | TOPIC | READING | HOMEWORK |
1 | 09/01 | Revision of linear algebra, the derivative matrix, basic conditions for local minimizers | Chapters 2,3,5,6 from Chong's book Linear Algebra Course from MIT |
6.12, 6.13 6.14 6.15 from Chong's book |
2 | 09/15 | Linear Programming | Chapters 15,16,17, 19 from Chong's book | 15.1,15.2,15.3,15.4,15.9,16.11,16.12,17.3,17.7 from Chong's book |
3 | 09/22 | Convex Sets | Chapter 2 from Boyd's book and Chapter 4 from Chong's book | 2.11 and 2.12 from Boyd's book |
4 | 09/29 | Convex Functions | Chapter 3 from Boyd's book | 3.5, 3.15(b), 3.16, 3.21, and 3.22 from Boyd's book Don't worry about the quasi-convex part of the question |
5 | 10/06 | Convex Optimization & KKT conditions | Chapter 4 from Boyd's Book and Chapters 20 and 21
from Chong's book Tutorial Paper on Convex Optimization |
20.2, 20.7, 20.8, 20.9, 20.18, 21.2 and 21.12 from Chong's book |
6 | 10/13 | Duality | Chapter 5 from Boyd's book Second Part of the tutorial paper |
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7 | 10/20 | Numerical Optimization Methods | Chapters 9,10, and 11 from Boyd's book and Chapter 3 from Bertsekas book | Homework |
8 | 10/27 | Midterm Exam | Chapters 9,10, and 11 from Boyd's book and Chapter 3 from Bertsekas book | |
9 | 11/3 | Project presentation | The list of papers below | |
10 | 11/10 | Numerical Optimization Methods | ||
11 | 11/17 | Introduction to game theory, dominated strategies, best responses, nash equilibrium, pure and mixed strategies | Chapter 3 from MacKenzie's book, Game theory course from Yale University | |
12 | 11/24 | Potential games and Network design games | Chapter 4 from MacKenzie's book | |
13 | 12/1 | Multi-objective optimization, Pareto optimality | Chapter 1 from Miettinen's book |