Homework 3 is now due Monday, Nov 8, by the end of the day.
No class tomorrow, November 2nd. Lecture recording has been posted to the ECE 580 channel on Illinois Media Space.
Scribe notes for Week 9 are posted.
Homework 3 is posted, due by the end of the day on November 5.
Scribe notes for Week 8 are posted.
No lecture today due to family emergency; recording will be posted later.
Scribe notes for Week 7 are posted.
Scribe notes for Week 6 are posted.
Homework 2 is posted, due by the end of the day on October 15.
Scribe notes for Week 5 are posted.
Scribe notes for Week 4 are posted.
Scribe notes for Week 3 are posted.
I fixed some issues with Problem 2 and posted the revised homework set.
Homework 1 is posted, due by the end of the day on September 24.
I will now be using Piazza for course announcements and all related matters, sign up here.
Scribe notes for week 2 are posted.
Starting next week, I will be holding virtual office hours on Zoom every Thursday from 2pm to 3:30pm CST. Zoom login info has been sent via class e-mail.
Information regarding scribe notes (10% of your total grade) is posted in the Coursework section.
Lecture notes for week 1 are posted.
I will be away during the week of August 30; recordings of the two lectures can be found on the ECE 580 channel on Illinois Media Space (subscribe; Illinois login required).
Welcome! Watch this space for all important course-related announcements.
About this course
What is this?
Optimization by vector space methods is a graduate-level course on applied functional analysis. It will give an introduction to normed, Banach, and Hilbert spaces; applications of the projection theorem and the Hahn-Banach Theorem to problems of minimum norm, least squares estimation, mathematical programming, and optimal control; the Kuhn-Tucker Theorem and Pontryagin's maximum principle; and introduction to iterative methods. In addition, it will cover modern topics, such as the theory of optimal transport.
There is no reqiured textbook. The material in this course will be based on a number of sources, including:
David G. Luenberger, Optimization by Vector Space Methods, Wiley, 1969.