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

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













Announcements

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.
Materials
There is no reqiured textbook. The material in this course will be based on a number of sources, including:
Coursework
Grades will be based on scribe notes (10%), regular written homeworks (60%), and a final exam (30%).

Regular weekly schedule

Lectures
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)
Homework
Due Fridays, by the end of the day, uploaded to Compass (submission instructions).
Homeworks are released at least one week before the due date.