Theory I: Fundamentals

Tues Sept 1 
Introduction 
Slides

Quiz



Thur Sept 3 
Convexity I: Sets and functions 




Tues Sept 8 
Convexity II: Optimization basics 




Thur Sept 10 
Canonical problem forms 




Algorithms I: Firstorder methods

Tues Sept 15 
Gradient descent 



Hw 1 due (Weds) 
Thur Sept 17 
Subgradients 




Tues Sept 22 
Subgradient method 




Thur Sept 24 
Proximal gradient descent, acceleration 




Tues Sept 29 
Numerical linear algebra primer 



Project milestone 1 due 
Theory II: Optimality and duality

Thur Oct 1 
Duality in linear programs 



Hw 2 due (Fri) 
Tues Oct 6 
Duality in general programs 




Thur Oct 8 
KKT conditions 




Tues Oct 13 
Duality uses and correspondences 




Algorithms II: Secondorder methods

Thur Oct 15 
Newton's method 




Tues Oct 20 
Barrier method 



Hw 3 due (Weds) 
Thur Oct 22 
Primaldual interior point methods 




Tues Oct 27 
Proximal Newton method 




Midterm

Thur Oct 29 
Review 




Tues Nov 3 
Midterm 



Midterm 
Applications

Thur Nov 5 
Case study: ??? 




Tues Nov 10 
Case study: ??? (continued) 



Project milestone 2 due, and Hw 4 due (Weds) 
Special topics

Thur Nov 12 
Dual methods and ADMM 




Tues Nov 17 
Coordinate descent 




Thur Nov 19 
Conditional gradient method 




Tues Nov 24 
Projected Newton method 




Thur Nov 26 
(Thanksgiving break, no class) 




Tues Dec 1 
Fast stochastic methods 



Hw 5 due (Weds) 
Thur Dec 3 
Nonconvex? Exact path algorithms?
Alternating min? 




Tues Dec 8 
Little test 



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



