I’ve now posted a notes compilation for the subset of the Convex Optimization (ECE1505H) course I was taking in the winter 2017 session.
This course was taught by Prof. S. Draper.
These convex optimization notes are incomplet, covering only the first 9 lectures. The unredacted notes include my solution to problem set 1 (149 pages, vs. 131 pages).
I initially enrolled on this optimization course because I needed a specific quota of ECE courses to satisfy the M.Eng graduation requirements, and the electromagnetics group wasn’t offering enough courses. I remembered liking linear programming in high school, and always wanted to understand the rational for some of the assumptions that was based on that were never proven in class. Specifically, I recall that it was stated, but not proved in that high school class, that the extreme values were always found at the vertices of the optimization region. So, my thought was, I’ll have fun learning the basis for those assumptions, and also learn about optimization theory in general.
It turns out that optimization theory, at least as presented in this course, is very very dry. It was an endless seeming sequence of definition and proof, with the end goal so far away that it was very difficult to see the big picture. I worked through the a number of weeks of this particular course before I had enough and bailed. Work is too fun right now to torture myself and spend the time on an academic course that I am not enjoying, so I dropped it and am back to full time work at LzLabs (from 80%) until the next session at UofT starts again.
The reason I enrolled on the M.Eng in the first place was to study material that I was interested in. Ideally I would have done that in a part time physics grad context, but that was not available, so I found that the M.Eng allowed me to take an interesting (but constrained) mix of physics and engineering electromagnetism courses. However, when I enrolled, the electromagnetism course selection was a lot better, and now unfortunately it is sparse and includes only courses that I’d already taken. I don’t want the M.Eng degree paper badly enough to torture myself with a course that I’m not actually interested in.
I now actually have a plan to satisfy both the degree requirements and my interests (using a project “course”). That will involve independent study on Geometric Algebra applications to engineering electromagnetism. I am irked that I have to pay a part time engineering program fee next year to self study, but it does seem worthwhile to come out of the M.Eng study with an actual degree as a side effect, so I am going to go ahead and do it anyways.