ECE490: Introduction to Optimization (Spring 2022)

Course Information

• Instructor: Bin Hu (binhu7@illinois.edu)

• Office Hours: M 2-3pm, Th 9:30-10:30am, F 3-4pm, via Zoom (the same link as lectures)

• Lectures: Tu/Th 11am-12:20pm, via Zoom (Recordings posted on Compass)

• TA: Aristomenis Tsopelakos (tsopela2@illinois.edu), Xingang Guo (xingang2@illinois.edu)

• TA's Office Hours: Aristomenis Tsopelakos, Wed 9-11am, via Zoom; Xingang Guo, Mon 1-3pm, via Zoom

• For a complete syllabus, see here.

• Announcements will be done through Piazza.

Course Description

This is a senior/first year graduate-level course on optimization. Topics include necessary and sufficient conditions for local optima; characterization of convex sets and functions; unconstrained optimization, gradient descent and it variants; constrained optimization and the gradient projection method; optimization with equality and inequality constraints, Lagrange multipliers, KKT conditions; penalty and barrier function methods; weak and strong duality and Slater conditions; augmented Lagrangian methods; sub-gradient methods; proximal gradient descent; applications.

Textbook

The recommended textbook is Nonlinear Programming by D. Bertsekas (Edition 3). We will closely follow the lecture notes and slides distributed via email.

Grading

• Homework: There are roughly biweekly homework assignments. Use entry code N8BJ24 to add the course on Gradescope where you will be submitting assignments. Collaboration on the homework is permitted, however each student must write and submit independent solutions. Extensions will be granted with instructor approval in advance. Otherwise late homeworks without such prior approval will not be accepted.

• One Midterm Exam: There will be one midterm exam. The regular scheduled lecture time will be used for the midterm.

• Final Exam: There will be one take-home final exam that will be comprehensive.

• Grades for the students in Section P3 (3 credits) will be weighted as follows: Class Participation (5%), Homework (50%), Midterm Exam (20%), and Final Exam (25%).

• Grades for the students in Section P4 (4 credits) will be weighted as follows: Class Participation (5%), Homework (45%), Midterm Exam (15%), Final Exam (20%), and Paper Review Project (15%).

• Paper Review Project : The students in Section P4 (4 credits) are required to work on a paper review project. Detailed guidelines will be given in class.