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 9, 15.15-17.00, Algoritmen, see detailed schedule.

Literature

We will mainly use the book Boyd, S. and L. Vandenberghe: "Convex Optimization", Cambridge University Press, 2004. Additional references are

Software

Some tools are:

Examiner

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

Exam

From 2016-06-?? 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 2016-08-31. Go get it