Course schedule can be found here
Course description
MGMT 690 is an 8-week graduate course on the interplay between convexity and optimization. Through lectures, readings, and problem sets, students will develop an understanding and appreciation of key concepts relating convexity to optimization. Key topics include:
- Fundamentals of convex analysis
- Duality theory
- Conic optimization, including second-order cone programs and semidefinite programs
- First-order methods
Prerequisites
Students will be expected to have a strong command of linear algebra and basic ideas from real analysis and topology (e.g., limits, compactness, continuity).
Grading
- Problem sets (psets): There will be four psets each worth 25% of your final grade.
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The psets will be released at the beginnings of weeks 1, 3, 5, and 7 and will be due at 11:59PM on Sunday of weeks 2, 4, and 6, and Thursday of week 8. (Spring break is not counted as one of the weeks.)
- Each pset will have two portions: exercises and standard problems. Exercises will not be graded and do not have to be submitted. Standard problems are graded for correctness and completeness as normal.
- Pset collaboration policy: You are allowed and encouraged to discuss psets in groups of up to 2 students but are required to complete and submit your psets individually. Please list all members of your group on your submission.
- Late work policy: Each student is given two late passes that individually extend the deadline for any pset by one day. Late passes may be applied to any of the problem sets and can be “stacked”.
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- Class participation: Attendance and classroom participation is expected.
Course communications
Our official online meeting space will be Piazza. We will use this discussion board to post optional related readings, give additional commentary on course topics, and discuss any questions related to course material. Piazza will additionally be used for all course announcements or communications.