Convex Optimization (NMMB409) - Winter term 2025/26
Lecture: Tuesday 17:20 - 18:50, K9. Wednesday 10:40 - 12:10, K7.
Practicals: Thursday 15:40 - 17:10, K9.
Literature:
- [BV] Boyd, Vandenberghe, Convex Optimization
This is the main source for the course. Book and slides are freely available on Boyd's website.
- [MG] Matoušek, Gärtner, Understanding and Using Linear Programming
- Homeworks will include programming assignments that are based on using the Python package CVXPY (CVXPY).
Evaluation:
There will be 4 homework assignments, on each of which you need to score at least 60% to obtain the credit (zápočet) for the course. If this condition cannot be met (e.g. due to illness, or some other significant reasons), there is the possibility of solving an extra 5th homework assignment.
Exam: oral examination. It is necessary to have obtained the credit (zápočet) in order to take the exam.
Consulation: If you have any questions, do not hesitate to ask! Best in my office hours, Th: 17:10-18:00.
Overview:
| Date |
Topics |
Reference |
Homework |
| 30.09 |
Optimization problems, Examples
Convex optimization problems can be solved efficiently |
BV1, MG2 |
|
| 1.10 |
Convex sets: definitions, important examples
closure under intersections and affine functions |
BV2.1-2.3 |
|
| 2.10 |
Pr.: Basic examples in CVXPY |
Pr1 |
|
| 7.10 |
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| 8.10 |
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| 9.10 |
Pr.: |
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| 14.10 |
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| 15.10 |
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| 16.10 |
Pr.: |
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| 21.10 |
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| 22.10 |
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| 23.10 |
Pr.: |
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28.10 |
Independence day |
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| 29.10 |
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| 30.10 |
Pr.: |
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| 4.11 |
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| 5.11 |
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| 6.11 |
Pr.: |
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11.11 |
Dean's sports day |
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| 12.11 |
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| 13.11 |
Pr.: |
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| 18.11 |
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| 19.11 |
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| 20.11 |
Pr.: |
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| 25.11 |
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| 26.11 |
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| 27.11 |
Pr.: |
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| 2.12 |
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| 3.12 |
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| 4.12 |
Pr.: |
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| 9.12 |
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| 10.12 |
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| 11.12 |
Pr.: |
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| 16.12 |
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| 17.12 |
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| 18.12 |
Pr.: |
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| 5.1 |
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| 6.1 |
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| 7.1 |
Pr.: |
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