Course information

Course structure

Lectures will take place on Saturdays & Mondays, 10:30-12pm in Room 209. Attendance is mandatory.
Prof. Keshavarz's office hours will take place on Saturdays from 12pm-1pm at Room 412.
The TAs will be holding weekly workshops where they will review extra exerices, discuss lecture contents, and facilitate fruitful discussions. These will take place at a time and place that will be determined by a survey at the beginning of the course. Attendance is strongly encouraged.
The TAs will be holding biweekly problem solving sessions a few days before each homework due date in order to provide a space for the students to hold discussions together about the upcoming homework assignment and facilitate learning and growth. These will take place online at a time TBD by survey.

Bi-Weekly homework assignments (25%), due on Fridays at midnight. The first homework will be due on 6th of Esfand. Late homework will not be accepted, except in family or medical emergency and must be approved by the instructor directly ahead of time. You are allowed, even encouraged, to work on the homework in small groups, but you must write up your own homework to hand in. Homework will be graded on a scale of {0, 1, 2, 3, 4}. We will have 8-10 homeworks throughout the term and will consider the average grade of these homeworks towards the total grade.
- IMPORTANT NOTE: In case of plagiarism, you may lose the full grade of that homework, or possibly all homework assignments.
Midterm (20%): We will have a 1.5-hour in-class midterm exam. It will most likely take place on 27th of Farvardin after the Norooz holidays.
Projects (25%): We will assign project questions throughout the term. We expect to assign around 4-5 project assignments throughout the term. Late submission of these will not be accepted. These may be assigned at the same time as a homework, but you should work on them independently. Note that the write-up for these questions will be very very clear, so we will not answer any questions or give any hints about them.
Final exam (30%): We will have a 2-hour in-class final exam, to be taken in the first or second week of Khordad. The date will most likely be on Saturday 12th of Khordad.

Note that we reserve the right to change the weights during the semester.

Good knowledge of linear algebra, and exposure to probability. Exposure to numerical computing, optimization, and application fields helpful but not required; the applications will be kept basic and simple.
You will use one of CVX (Matlab) or CVXPY (Python) to write simple scripts, so basic familiarity with elementary programming will be required. We refer to CVX and CVXPY collectively as CVX*.