Theory I: Fundamentals

Tues Sept 1 
Introduction 
Slides,
notes,
video

Quiz



Thur Sept 3 
Convexity I: Sets and functions 
Slides,
notes,
video (1/2),
(2/2)

Quiz

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Tues Sept 8 
Convexity II: Optimization basics 
Slides,
notes,
video (1/2),
(2/2)

Quiz

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Thur Sept 10 
Canonical problem forms 
Slides,
notes,
video (1/2),
(2/2)

Quiz

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Algorithms I: Firstorder methods

Tues Sept 15 
Gradient descent 
Slides,
notes,
video (1/2),
(2/2)

Quiz

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Hw 1 due (Weds) 
Thur Sept 17 
Subgradients 
Slides,
notes,
video (1/2),
(2/2)

Quiz

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Tues Sept 22 
Subgradient method 
Slides,
notes,
video (1/2),
(2/2)

Quiz



Thur Sept 24 
Proximal gradient descent, acceleration 
Slides,
notes,
video (1/2),
(2/2)

Quiz

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Tues Sept 29 
Numerical linear algebra primer 
Slides,
notes,
video (1/2),
(2/2)

Quiz


Project milestone 1 due 
Theory II: Optimality and duality

Thur Oct 1 
Duality in linear programs 
Slides,
notes,
video (1/2),
(2/2)

Quiz


Hw 2 due (Fri) 
Tues Oct 6 
Duality in general programs 
Slides,
notes,
video (1/2),
(2/2)

Quiz

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Thur Oct 8 
KKT conditions 
Slides,
notes,
video (1/2),
(2/2)

Quiz

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Tues Oct 13 
Duality uses and correspondences 
Slides,
notes,
video (1/2),
(2/2)

Quiz



Algorithms II: Secondorder methods

Thur Oct 15 
Newton's method 
Slides,
notes,
video (part 2 only)

Quiz

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Tues Oct 20 
Barrier method 
Slides,
notes,
video (1/2),
(2/2)

Quiz

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Hw 3 due (Weds) 
Thur Oct 22 
Primaldual interior point methods 
Slides,
notes,
video (1/2),
(2/2)

Quiz



Tues Oct 27 
Proximal Newton method 
Slides,
notes,
video (1/2),
(2/2)

Quiz

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Midterm

Thur Oct 29 
Review 
Algorithms table,
notes,
video




Tues Nov 3 
Midterm 



Midterm 
Applications

Thur Nov 5 
Case studies: sum of norms regularization 
Slides,
notes,
video (1/2),
(2/2)

Quiz

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Tues Nov 10 
Case studies: sum of norms regularization (continued) 
Slides,
notes,
video (1/2),
(2/2)

Quiz


Project milestone 2 due 
Special topics

Thur Nov 12 
Dual methods and ADMM 
Slides,
notes,
video (1/2),
(2/2)

Quiz


Hw 4 due (Fri) 
Tues Nov 17 
Dual methods and ADMM (continued) 
Slides,
notes,
video (1/2),
(2/2)

Quiz



Thur Nov 19 
Coordinate descent 
Slides,
notes,
video (1/2),
(2/2)

Quiz



Tues Nov 24 
Conditional gradient method 
Slides,
notes,
video (1/2),
(2/2)

Quiz



Thur Nov 26 
(Thanksgiving break, no class) 




Tues Dec 1 
Fast stochastic methods 
Slides,
notes,
video (1/2),
(2/2)

Quiz



Thur Dec 3 
Nonconvex? No problem! 
Slides,
notes,
video



Hw 5 due (Fri) 
Tues Dec 8 
Little test 



Little test 
Thur Dec 10 
(Work on projects, no class) 




Wed Dec 16 
COPTS conference, 36pm 



COPTS conference 