STANFORD AMA6830 (Poly U, Hong Kong)MS&E314/CME336
Linear Conic Optimization
(Semidefinite Programming)
Winter 2008-2009

| Announcements (Updated Frequently) | General Info | Course Info | Handouts | Assignments |
Announcements
  • Answer set to Assignment 3 is posted. Let me know your scores for those student taking the course for grade (no more new assignment). I'll meet you in today's final class, and good luck on your graduate study. (posted April 14)

  • Answer set to Assignment 2 is posted. Let me know your scores for those student taking the course for grade. You should now start to do Problems (1), (2) and (5) of Assignment 3. This is your last assignment. (posted April 7)

  • My office hour: Tuesday morning 10:30-12noon at HJ604. Now you should do Problems (1), (2), (3), (4) and (6) of Assignment 2. (posted March 31)

  • Answer set to Assignment 1 is posted. Let me know your scores for those student taking the course for grade. You should now start to do Problems (1) and (2) of Assignment 2. (posted March 30)

  • We have completed Lecture Notes 1-3. The coming Tuesday I will teach Lecture Note 4: Rank Reduction of SDP. Again, Do Assignment 1 on the Assignment page; where the due date is extended to March 28. Then, you can start to do Problems (1) and (2) of Assignment 2. (posted March 24)

  • We now meet every Tuesday, 2-4pm, at DE409 till April 15. (posted March 18)

  • Do Assignment 1 on the Assignment page. You may form a team (2-3 people) for the homework. A correct answer would be provided such that you may grade your work by yourself. Let me know your grade/scores for those student taking the course for grade. (posted March 18)

  • Welcome to AMA6830 (Hong Kong)/MS&E314/CME336, 2008-2009!
    This course covers linear, semidefinite, conic linear optimization problems as generalizations of classical linear programming. This year's theme is on rank reduction or rank-constrained conic LP. Related convex analysis, including the separating hyperplane theorem, Farkas’ lemma, dual cones, optimality conditions, and conic inequalities. Applications to max-cut problems, graph partitioning, sensor localization, graph realization, and matrix completion. Course slides and monograph are available on the Handout page.