ECE 490: Introduction to Optimization (Spring 2025)

Instructor
Maxim Raginsky (maxim at illinois dot edu)
Teaching Assistant
Vignesh Sundaresha (vs49 at illinois dot edu)

Administrivia
About this course
Regular weekly schedule
Coursework
Academic integrity policies













Announcements

February 13
February 10
February 7
February 6
January 28
January 20
January 15

About this course

What is this?
Introduction to Optimization is a senior/first year graduate-level course on optimization. Topics include necessary and sufficient conditions for local optima; characterization of convex sets and functions; unconstrained optimization, gradient descent and it variants; constrained optimization and the gradient projection method; optimization with equality and inequality constraints, Lagrange multipliers, KKT conditions; penalty and barrier function methods; weak and strong duality and Slater conditions; augmented Lagrangian methods; sub-gradient methods; proximal gradient descent; applications.
Materials
Required textbook:
Coursework
There will be regular problem sets (roughly, one problem set every two weeks) and two in-class midterm exams. Students enrolled for 4 credit hours will also have to complete a final project.

Regular weekly schedule

Lectures
Tue Thu 11:00am-12:20pm, 3081 ECEB
Office hours:
instructor Tue 9:30-10:30am, 162 CSL
TA Tue 2pm-4pm, 3036 ECEB
Homework
Due Tuesdays, by the end of the day, submission instructions.
Homeworks are released at least one week before the due date.