I fixed some issues with Problem 2 and posted the revised homework set.
September 16
Homework 1 is posted, due by the end of the day on September 24.
September 14
I will now be using Piazza for course announcements and all related matters, sign up here.
September 9
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.
September 3
Information regarding scribe notes (10% of your total grade) is posted in the Coursework section.
August 28
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).
August 10
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.
Materials
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.