Theory I: Fundamentals

Mon Aug 29 
Introduction 
R 
Slides, notes, video




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




Mon Sept 5 
(Labor day, no class) 





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




Mon Sept 12 
Canonical problem forms 
R 
Slides, notes, video



Hw 1 due (Tues) 
Algorithms I: Firstorder methods

Wed Sept 14 
Gradient descent 
R 




Mon Sept 19 
Subgradients 
R 




Wed Sept 21 
Subgradient method 
R 




Mon Sept 26 
Proximal gradient descent, acceleration 
R 




Wed Sept 28 
Numerical linear algebra primer 
R 



Hw 2 and Milestone 1 due (Fri) 
Theory II: Optimality and duality

Mon Oct 3 
Duality in linear programs 
R 




Wed Oct 5 
Duality in general programs 
R 




Mon Oct 10 
KKT conditions 
R 




Wed Oct 12 
Duality uses and correspondences 
R 



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




Little test I 
Algorithms II: Secondorder methods

Wed Oct 19 
Newton's method 
J 




Mon Oct 24 
Duality revisited 
J 

Wed Oct 26 
Barrier method 
J 




Mon Oct 31 
Primaldual interior point methods 
J 




Weds Nov 2 
Proximal and projected Newton methods 
J 



Hw 4 due (Fri) 
Applications

Mon Nov 7 
Case studies: ??? 
R 




Weds Nov 9 
Case studies: ??? 
J 



Milestone 2 due (Fri) 
Special topics

Mon Nov 14 
Dual methods and ADMM 
R 




Weds Nov 16 
More ADMM 
R 




Mon Nov 21 
Coordinate descent 
J 



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





Mon Nov 28 
FrankWolfe method 
J 




Weds Nov 30 
??? 
J 




Mon Dec 5 
??? 
J 




Weds Dec 7 
Little test II 




Little test II 
??? 
COPTS conference 




COPTS conference 