ECE 580: Optimization by Vector Space Methods (Fall 2021)

Maxim Raginsky (maxim at illinois dot edu)
About this course
Regular weekly schedule
Academic integrity policies


December 2
November 29
November 16
November 4
November 1
October 28
October 27
October 26
October 19
October 12
October 7
September 28
September 21
September 20
September 16
September 14
September 9
September 3
August 28
August 10

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:
Grades will be based on scribe notes (10%), regular written homeworks (60%), and a final exam (30%).

Regular weekly schedule

Tue Thu 9:30-10:50 am, ECEB 3015
Office hours
(on Zoom, links sent via class email)
instructor Thursdays, 2pm-3:30pm (starting Sep 16)
Due Fridays, by the end of the day, uploaded to Compass (submission instructions).
Homeworks are released at least one week before the due date.