Theory I: Fundamentals

Mon Aug 29 
Introduction 
R 
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notes,
video

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Wed Aug 31 
Convexity I: Sets and functions 
R 
Slides,
notes,
video

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Mon Sept 5 
(Labor day, no class) 





Wed Sept 7 
Convexity II: Optimization basics 
R 
Slides,
notes,
video

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Mon Sept 12 
Canonical problem forms 
R 
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notes,
video

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Hw 1 due (Tues) 
Algorithms I: Firstorder methods

Wed Sept 14 
Gradient descent 
R 
Slides,
notes,
video

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Mon Sept 19 
Subgradients 
R 
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notes,
video

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Wed Sept 21 
Subgradient method 
R 
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notes,
video

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Mon Sept 26 
Proximal gradient
descent and acceleration 
R 
Slides,
notes,
video

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Wed Sept 28 
Proximal gradient descent and acceleration
(cont'd) 
R 
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notes,
video

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Milestone 1 due (Fri) 
Theory II: Optimality and duality

Mon Oct 3 
Duality in linear programs 
R 
Slides,
notes,
video

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Hw 2 due (Mon) 
Wed Oct 5 
Duality in general programs 
R 
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notes,
video

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Mon Oct 10 
KKT conditions 
R 
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notes,
video

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Wed Oct 12 
Duality uses and correspondences 
R 
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notes,
video

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Hw 3 due (Fri) 
Mon Oct 17 
Little test I 




Little test I 
Algorithms II: Secondorder methods

Wed Oct 19 
Newton's method 
J 
Slides,
notes,
video

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Mon Oct 24 
Barrier method 
J 
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notes,
video

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Wed Oct 26 
Duality revisited 
J 
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notes,
video

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Mon Oct 31 
Primaldual interior point methods 
J 
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notes,
video

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Weds Nov 2 
QuasiNewton methods 
J 
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notes,
video

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Hw 4 due (Fri) 
Special topics

Mon Nov 7 
Proximal Newton method 
R 
Slides,
notes,
video

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Weds Nov 9 
Dual methods 
R 
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notes,
video

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Milestone 2 due (Fri) 
Mon Nov 14 
Alternating direction method of multipliers 
R 
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notes,
video

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Weds Nov 16 
FrankWolfe method 
J 
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notes,
video

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Mon Nov 21 
Coordinate descent 
R 
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notes,
video

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Hw 5 due (Tues) 
Weds Nov 23 
(Thanksgiving break, no class) 





Mon Nov 28 
Mixed integer programming, part I 
J 
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notes,
video

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Weds Nov 30 
Mixed integer programming, part II 
J 
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notes,
video

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Mon Dec 5 
Nonconvex? No problem! 
R 
Slides,
notes,




Weds Dec 7 
Little test II 




Little test II 
Tues Dec 13, 5:308:30pm 
COPTS conference 




Project presentation (Tues), report due
(Thurs) 