MATH 516 - Spring 2019
Convex Analysis and Optimization
| Instructor: |
Dmitriy Drusvyatskiy |
| | |
E-Mail: |
ddrusv(at)math(dot)washington(dot)edu |
| Phone: |
543-9435 |
| | |
Hours: |
Wednesday 4:00-5:00 PM |
| Office: |
PDL C-434 |
| TA: |
Kellie J. MacPhee |
| | |
E-Mail: |
kmacphee(at)uw(dot)edu |
| Office: |
PDL C-018 |
| | |
Hours: |
Monday 3:30-4:30 |
| Classroom: |
MUE 153 |
| | |
Lecture time: |
MWF 1:30 - 2:20 PM |
ANNOUNCEMENTS
HW 3 will be due on June 11th (tentatively). Do exercises 3.53, 3.54, 3.55, 3.57, 3.58, 3.59, 3.60, 3.62, 3.68, 3.69, 3.70, 3.74, 3.75.
HW 2 will be due on May 24th (tentatively). Try your best to do all of the exercises in chapter 3, but the most important ones are 3.1, 3.2, 3.3, 3.11, 3.12, 3.14, 3.18, 3.19, 3.20, 3.22, 3.26, 3.29, 3.30, 3.33, 3.34, 3.36, 3.38, 3.39, 3.46.
HW 1 consisting of all exercises in the Course Notes will be due on April 26th (tentatively). Try your best to do all of them, but the most important ones are 1.1, 1.2, 1.6, 1.8. 1.10, 1.11, 1.15, 1.16, 2.4, 2.5, 2.6, 2.8, 2.18, 2.23, 2.24, (2.42,2.44 forthcoming).
Chapter I,
Chapter II
Course notes (UNDER CONSTRUCTION):
A nice reference text: "First-order Methods in Optimization", Amir Beck
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