SYLLABUS

Course title and number Optimization for Electrical Engineering; ECEN 629
Term Spring 2018
Meeting times and location MWF, 9:10 am-10:00 am; WEB 049
Course Credit 3

Course Description and Prerequisites

1. Introduction to mathematical optimization, linear vs. non-linear optimization (2 hours),
2. Convex set, operations that preserve convexity, separating and supporting hyperplanes, cones
and dual cones (3 hours)
3. Convex functions, properties, operation that preserve convexity, the conjugate function, quasi-
convex functions, log-convex function (4 hours)
4. Convex optimization: basic form, linear program, quadratic optimization, geometric programming
(3 hours)
5. Duality: Lagrange dual functions, dual problem, optimality conditions, sensitivity analysis (5
hours)
6. Approximation and fitting: norm approximation, least-norm, regularized approximation (3hours)
7. Statistical estimation: parameter estimation, supporting vector machine (3 hours)
8. Resource allocation in communication systems(2 hours)
9. Algorithms for unconstrained minimization (3 hours)
10. Equality-constrained minimization (3 hours)
11. Interior-point methods (3 hours)

Prerequisites: Linear algebra, calculus, probability

Learning Outcomes or Course Objectives

At the end of the course students will be able to:

• Understand the mathematical optimization problems
• Know the difference between difference classes of optimization problems
• Formulate mathematical optimization problems
• Have basic ability to convert problems into simpler ones
• Under the algorithms to solve optimization problem and what to use

Instructor Information
Name Dr. Chao Tian
Telephone number 979-458-7822
Email address chao.tian@tamu.edu
Office hours MF: 1:35-2:30pm
Office location WEB 205G

Textbook and/or Resource Material

• Convex optimization, Boyd and Vandenberghe, Cambridge University Press, 2004

• Course slides: textbook slides and additional slides, will be on ECampus
 Grading Policies
• 5 homework sets (including some Matlab programming): 25%
• Midterm 1: 20%
• Midterm 2: 20%
• Final exam: 35%

Grade scale: A = 90-100, B = 80-89, C = 70-79, D = 60-69, F = <60

• Students are expected to attend all lectures; Reserve option to check attendance to count
toward up to 5% of the total grade.
• Late homework will be accepted subject to 20% penalty each 24 hours.
• Electronic device policy: not allowed unless needed during class
• Homework and study group: discussion encouraged; must complete/write own work
• Completely duplicates will be given 0 credit on all copies

Americans with Disabilities Act (ADA)

The Americans with Disabilities Act (ADA) is a federal anti-discrimination statute that provides
comprehensive civil rights protection for persons with disabilities. Among other things, this legislation
requires that all students with disabilities be guaranteed a learning environment that provides for
reasonable accommodation of their disabilities. If you believe you have a disability requiring an
accommodation, please contact Disability Services, currently located in the Disability Services building
at the Student Services at White Creek complex on west campus or call 979-845-1637. For additional
information, visit http://disability.tamu.edu.

Academic Integrity
For additional information please visit: http://aggiehonor.tamu.edu
“Aggies do not lie, cheat, or steal or tolerate those who do.”

Attendance and Make-up Policies

If an absence is excused, the instructor will either provide the student an opportunity to make up any
quiz, exam or other work that contributes to the final grade or provide a satisfactory alternative by a date
agreed upon by the student and instructor. The make-up work must be completed in a timeframe not to
exceed 15 calendar days from the last day of the initial due date. For information on university excused
absences visit http://student-rules.tamu.edu/rule07.