# Convex Optimization for Control, 9+3 credits

### Course type

Advanced course
### Periodicity

Irregular
### Intended audience

Students who want to get an introduction to
convex optimization with emphasis on applications in control.
### Contents

The course is based on material developed by Stephen Boyd
at Stanford University and Lieven Vandenberghe at UCLA. A more detailed
description of the contents is given in the schedule.
### Organization

There will be 12 lectures. The students are expected
to participate in 4 exercise sessions, solve 2 home work problems and carry out
a non-mandatory project. There is a final exam. It is compulsory to attend the
lectures and the exercise sessions.
### Schedule

First lecture is March 13, 13.15-15.00, Nollstället, see detailed
schedule.
### Literature

We will mainly use the book Boyd, S. and L. Vandenberghe:
"Convex Optimization", Cambridge University Press, 2004. Additional references are
- A. Ben-Tal and A. Nemerovski, Lectures on Modern Convex Optimization
- Analysis, Algorithms, and Engineering Applications, MPS-SIAM Series on
Optimization, MPS-SIAM.
- D. Bertsekas, Nonlinear Programming, Athena Scientific.
- D. Luenberger, Linear and Nonlinear Programming, Addison-Wesley.
- J. Nocedal and S. Wright, Numerical Optimization, Springer.
- H. Wolkowicz, R. Saigal, and L. Vandenberghe, Handbook of
Semidefinite Programming: Theory, Algorithms, and Applications, Kluwer
Academic Publishers.
- S. Boyd, L. El Ghaoui, E. Feron, and V. Balakrishnan, Linear Matrix
Inequalities in System and Control Theory, SIAM.
- L. El Ghaoui, and S.-I. Niculescu, Advances in Linear Matrix
Inequality Methods in Control, SIAM.

### Software

Some tools are:
### Examiner

Anders
Hansson, Department of Electrical Engineering (*hansson@isy.liu.se*, phone: +46 13
281681)
### Exam

From 2018-06-04 until 2016-08-31 you may down-load the exam.
After 36 hours you put the exam in an envelop, seal it, and hand it in.
Exams should be handed in no later than 2018-08-31. Go
get it