The curriculum of MSc Engineering 2021-2022
ICT-5221: Convex Optimization
Full Marks Credit Contact Hours Exam Duration 4 Class duration 1.5
100 3.0 39 h hours
Prerequisite: MATH-2101, ICT-5219
Course Type: Theory
Course Summary: This course explores convex function, convex sets, convex
optimization and lagrange duality, linear and quadratic
programming, semidefinite programming, optimality conditions,
unconstrained optimization algorithms, constrained optimization
algorithms, geometric programming, primal and dual decomposition:
theory and distributed algorithms, branch and bound algorithm.
Course General overview of convex optimization theory, its applications,
Objectives: and computational methods for large-scale optimization, recognize
convex optimization problems. Students will work on a project which
aims to provide students with the opportunity to put theory to work
in a practical and application-oriented context. Applications to signal
processing, control, machine learning, finance, digital and analog
circuit design, computational geometry, statistics, and mechanical
engineering are noted.
Course Learning Outcomes (CLO): After completing this course a student would be able to
CLO1 understand the fundamental concepts of mathematical optimization, convexity,
and convex sets.
CLO2 conceptualize and manipulate of convex optimization
CLO3 understand optimality conditions, duality theory, theorems of alternative, and
applications.
CLO4 learn approximation and fitting problems.
CLO5 understand and analyze Maximum Likelihood Estimation and detection design.
CLO6 understand Chebyshev equalization and design various FIR filters
CLO7 Understand stochastic programming and Mote carlo sampling
Content of the Course Time Alignment with Suggested Teaching
Outline Specific Topics Fram CLO PLO Activities Strategy(s)
e
Introduction Mathematical Week CLO PLO1PLO Students will #Socialized
and Convex optimization; -1 1 2 give brief recitation
sets least-squares L-1 introduction #Show
and linear about presentatio
programming; themselves n to
convex Course motivate
optimization; outline will
course goals be the
and topics; discussing in students
nonlinear details.
optimization, Student will
convex sets and learn linear
cones; some programmin
common and g, convex
important set, and
examples; convexity.
operations that
preserve
convexity.
Convex Week CLO PLO2 Students #White
functions; 2-3 2 PLO3 will gather board
common L-2-6 the discussion
examples; knowledge #Lecture
operations that of convex discussion
preserve functions with
convexity; and multimedia
quasiconvex optimization .
and log-convex problems,
functions, formulate
Convex convex complex
functions and optimization optimization
Convex problems; linear problem.
optimization and quadratic
problems programs;
second-order
cone and
semidefinite
programs;
quasiconvex
optimization
problems;
vector and
multicriterion
optimization.
Lagrange dual Week CLO PLO2 Students will #White
function and -4-5 3 PLO3 understand board
problem; L-7- PLO4 duality and discussion
examples and 11 formulate #Lecture
Duality
applications. complex discussion
optimization with
problem. multimedia
.
Examination Week PLO12 Quiz and
-5 Tutorial
L-12 Exam. Will
be taken
Norm Week CLO PLO2 Students will #White
approximation; 6 4 PLO3 learn board
regularization; L-13- PLO4 approximate discussion
Approximatio
robust 15 and fitting. #Lecture
n and fitting
optimization. discussion
of Multiple
network
Statistical Maximum Week CLO PLO2 Students will
estimation likelihood and -7-8 5 PLO3 identify and
MAP L-16- PLO4 analyze
estimation; 20 Statistical
detector design; estimation.
experiment
design.
Week PLO12 Quiz and
-8 Tutorial
Examination L-21 Exam. Will
be taken
Filter design FIR filters; Wee- CLO PLO2 Students #White
and general and 9-10 6 PLO3 understand board
equalization symmetric L-22- PLO4 the filter discussion
lowpass filter 24 design and #Lecture
design; equalization discussion
Chebyshev and use this with
equalization; concept to multimedia
magnitude formulate
design via new
spectral problem.
factorization.
Stochastic Stochastic Week CLO PLO2 Students will #White
programming programming; -11- 7 PLO3 understand board
“certainty 13 PLO4 Stochastic discussion
equivalent” L-25- PLO5 programmin
problem; 27 g and apply
violation/shortf in
all constraints developmen
and penalties; t and
Monte Carlo research.
sampling
methods;
validation.
Exam. Week PLO12 Assignment
-14 and Tutorial
L-28 Exam will be
taken
Recess Week
before Exam. -15
Sem. End Start Week
Exam. -16
Assessment Pattern (According FET Ordinance)
– Class Attendance & Participation 10 marks
CIE: (Continuous Internal Evaluation-30Marks)
Bloom’s Category Tutorial/In- Assignment Quizz/Presentation Class
Marks:30 course (05) (05) Attendance
(10) 10
Remember (05)
Understand (05)
Apply (10)
Analyze
Evaluate (05)
Create (05)
SMEE: (Semester Mid and End Examination-30+30=60 Marks)
Bloom’s Category Test
Remember 05
Understand 05
Apply 10
Analyze 00
Evaluate 05
Create 05
Text Books
1. Boyd, Stephen, and Lieven Vanderberghe. Convex Optimization. Cambridge, UK:
Cambridge University Press, 2004. ISBN: 9780521833783.
2. Bertsekas, Dimitri. Convex Optimization Theory. Nashua, NH: Athena Scientific, 2009.
ISBN: 9781886529311
Reference Books and Other Materials
Ben-Tal, Aharon, and Arkadi Nemirovski. Lectures on Modern Convex Optimization: Analysis,
Algorithms, and Engineering Applications (MPS-SIAM Series on Optimization). Philadelphia,
PA: Society for Industrial Mathematics, 2001. ISBN: 9780898714913.
