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: 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 Sol1
7.10 Separating and supporting hyperplane theorem (+proof)
Basic examples of convex functions		 BV 2.5, 3.1
8.10 first and second order criterion for convexity, epigraph and sublevel sets BV 3.1
9.10 Pr.: Convex sets and functions Pr2
14.10 Operations that preserve convexity, important definitions for optimization problems BV 3.2, 4.1
15.10 The first order criterion for convex optimization problems,
locally optimal solutions are optimal		 BV 4.1
16.10 Pr.: Operations that preserve convex functions, LP normal form Pr3 HW1 - due 30.10
21.10
22.10
23.10 Pr.:
28.10 Independence day
29.10
30.10 Pr.: HW2 - due 13.11
4.11
5.11
6.11 Pr.:
11.11 Dean's sports day
12.11
13.11 Pr.: HW3 - due 27.11
18.11
19.11
20.11 Pr.:
25.11
26.11
27.11 Pr.: HW4 - due 11.12
2.12
3.12
4.12 Pr.:
9.12
10.12
11.12 Pr.: HW5 - due 7.1
16.12
17.12
18.12 Pr.:
5.1
6.1
7.1 Pr.: