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Automatic Control

Faculty of Engineering, LTH

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Large-Scale Convex Optimization

Graduate course (7.5 credits) given at the Department of Automatic Control, November to December 2015. Developed by Pontus Giselsson.

Textbooks

Lectures

Reading

  • Lecture 1.
    • [HiL93]: Sections III.1, III.2.1, III.4, III.5 (also III.3 will be useful later)
    • [HiL01]: Sections A.1, A.2.1, A.4, A.5 (also A.3 will be useful later)
  • Lecture 2.
    • [HiL93]: Chapter IV (and V optional)
    • [HiL01]: Chapter B (and C optional)
  • Lecture 3.
    • [HiL93]: Chapter VI (Chapter XI also useful, need Chapter X for this, which is covered in next lecture)
    • [HiL01]: Chapter D
  • Lecture 4:
    • [HiL93]: Chapter X
    • [HiL01]: Chapter E
  • Lecture 5: Results are consequences of previous material, summarized in:
    • [BaC11]: Chapter 15
  • Lecture 6:
    • [RyB15]: Sections 3,4,5.
    • ([BaC11]: Chapters 4,5.)
  • Lecture 7:
    • [HiL93]: Chapter X.4.
    • [HiL01]: Chapter E.4.
    • [RyB15]: Section 9.
  • Lecture 8:
    • [RyB15]: Section 6.
  • Lecture 9-11:
    • [RyB15]: Section 6, 7, 8.

Exercises

Exam

More information to come.

Project (+3 credits)

It is possible to add a project to the course. Projects can be done in groups of 1-3 persons. You could either come up with your own project (perhaps in relation to your research) or choose from a list of suggested projects (to come).

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