The project should involve at least one of the following components.
Theory: A new theoretical result involving convex optimization and related applications, e.g. Quality of an SDP relaxation of a specific combinatorial problem.
Literature review: A report on a set of papers dealing with the topic, e.g. Literature review of robust optimization with recourse in control.
Algorithms: A comparative study of different convex optimization algorithms, possibly including your own, e.g. Study of algorithms for the LASSO problem.
Application: An application of convex optimization models and an evaluation on real or simulated data, e.g. Robust optimization for image deformation.
Data analysis: An analysis of a dataset, making extensive use of convex optimization, e.g. Analysis of airport weather data via sparse PCA.
The project deliverables is a .zip file that includes