ECE 580: Optimization by Vector Space Methods (Fall 2024)

Instructor
Maxim Raginsky (maxim at illinois dot edu)
Teaching Assistant
Joshua Hanson (jmh4 at illinois.edu)

Administrivia
About this course
Regular weekly schedule
Coursework
Academic integrity policies













Announcements

November 19
November 7
October 24
October 17
October 10
September 26
September 9
September 5
August 26
August 23

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 regular written homeworks (70%) and a final exam (30%).

Regular weekly schedule

Lectures
Tue Thu 9:30-10:50 am, ECEB 2017
Office hours
instructor Thursdays, 11am-noon, 162 CSL
TA Wednesdays, noon-1:30pm, location 141 CSL
Homework
Due Thursdays, by the end of the day, uploaded to Gradescope.
Homeworks are released at least one week before the due date.