Convex Optimization: Fall 2018

Machine Learning 10-725

Instructor: Ryan Tibshirani (ryantibs at cmu dot edu)

Important note: please direct emails on all course related matters to the Head TA, not the Instructor. The subject line of all emails should begin with "[10-725]".

Head TA: Po-Wei Wang (poweiw at andrew dot cmu dot edu)

TAs:
Kartik Gupta (kartikg1 at andrew dot cmu dot edu)
Biswajit Paria (bparia at andrew dot cmu dot edu)
Akash Umakantha (aumakant at andrew dot cmu dot edu)
Wayne Zhao (wzhao1 at andrew dot cmu dot edu)

Lecture times: Mondays and Wednesdays 1:30-2:50pm, Wean Hall 7500

Office hours:
RT: Mondays 12:30-1:30pm, Baker 229B
PW: Wednesdays 12:30-1:30pm, Gates 8221
AU: Thursdays 4-5p, Gates 8106
WZ: Fridays 3-4pm, Roberts 245

Syllabus: here. Scribing: sign up, latex template. Discussions: Piazza group.


Go to:   Schedule | Homework | Project | Review aids

Schedule

Theory I: Fundamentals
Mon Aug 27 Introduction Slides, notes, video Quiz
Wed Aug 29 Convexity I: Sets and functions Slides, notes, video Quiz Scribe
Mon Sept 3 (Labor day, no class)
Wed Sept 5 Convexity II: Optimization basics Slides, notes, video Quiz Scribe
Mon Sept 10 Canonical problem forms Slides, video Quiz Scribe
Algorithms I: First-order methods
Wed Sept 12 Gradient descent Slides, notes, video Quiz Scribe Hw 1 due (Fri)
Mon Sept 17 Subgradients Slides, notes, video Quiz Scribe
Wed Sept 19 Subgradient method Slides, notes, video Quiz Scribe
Mon Sept 24 Proximal gradient descent Slides, notes, video Quiz
Wed Sept 26 Stochastic gradient descent Slides, notes, video Quiz Scribe Hw 2 due (Fri)
Theory II: Optimality and duality
Mon Oct 1 Duality in linear programs Slides, notes, video Quiz Scribe Milestone 1 due
Wed Oct 3 Duality in general programs Slides, notes, video Quiz Scribe
Mon Oct 8 KKT conditions Slides, notes, video Quiz Scribe
Wed Oct 10 Duality uses and correspondences Slides, notes, video Quiz Hw 3 due (Fri)
Mon Oct 15 Little test I Little test I
Algorithms II: Second-order methods
Wed Oct 17 Newton's method Slides, Quiz
Mon Oct 22 Barrier method Slides,
Wed Oct 24 Primal-dual interior point methods Slides,
Mon Oct 29 Quasi-Newton methods
Weds Oct 31 Proximal Newton method Hw 4 due (Fri)
Advanced topics
Mon Nov 5 Numerical linear algebra Milestone 2 due
Weds Nov 7 Coordinate descent
Mon Nov 12 Frank-Wolfe method
Weds Nov 14 Dual gradient ascent
Mon Nov 19 Alternating direction method of multipliers
Weds Nov 21 (Thanksgiving break, no class)
Mon Nov 26 Fast stochastic methods
Weds Nov 28 Online optimization? Hw 5 due (Fri)
Mon Dec 3 Benign nonconvex problems?
Weds Dec 5 Little test II Little test II
Mon Dec 10 COPTS conference Project presentation, report due (Thurs)

Top

Homework

Top

Project

Top

Review aids

Top