Schedule
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EventDateDescriptionCourse Material
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Lecture04/27/2021
TuesdaySuggested Readings:
- LaTeX Materials
- Section 1.1 and 1.5 of Liu et al.
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Assignment04/27/2021
TuesdayHW1: Master LaTeX Template released! -
Lecture04/30/2021
FridayLecture 2 Modeling in Optimization[notes]Suggested Readings:
- Section 3.1.1, 3.2, 3.3 and 3.13 of Liu et al.
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Due04/30/2021 10:00
FridayMaster LaTeX Template for Course Notes. -
Lecture05/07/2021
FridayLecture 3 Algorithm and Theory in Optimization[notes]Suggested Readings:
- Section 1.5.7 and 2.2.1 of Liu et al.
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Assignment05/07/2021
FridayHomework 2 released! -
Lecture05/08/2021
SaturdayLecture 4 Quick Review of Linear Algebra I[notes]Suggested Readings:
- No Suggested Reading
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Lecture05/11/2021
TuesdayLecture 5 Quick Review of Linear Algebra II[notes]Suggested Readings:
- No Suggested Reading
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Lecture05/14/2021
FridayLecture 6 Unconstrained Optimization-Gradient Descent Method I[notes]Suggested Readings:
- Section 6.1.1 of Liu et al.
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Lecture05/18/2021
TuesdayLecture 7 Unconstrained Optimization-Gradient Descent Method II[notes]Suggested Readings:
- Section 6.2, 2.4 and 2.5 and of Liu et al.
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Lecture05/21/2021
FridayLecture 8 Unconstrained Optimization-Gradient Descent Method III[notes]Suggested Readings:
- Section 6.2, 2.4 and 2.5 and of Liu et al.
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Assignment05/21/2021
FridayHomework 3 released! -
Due05/21/2021 16:30
FridayHW2 Due. -
Lecture05/25/2021
TuesdayLecture 9 Unconstrained Optimization-Gradient Descent Method IV[notes]Suggested Readings:
- Section 6.2, 2.4 and 2.5 and of Liu et al.
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Lecture05/28/2021
FridayLecture 10 Unconstrained Optimization-Subgradient Descent[notes]Suggested Readings:
- Section 6.3 and 2.7 and of Liu et al.
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Lecture06/01/2021
TuesdayLecture 11 Unconstrained Optimization-Proximal Gradient Descent I[notes]Suggested Readings:
- Section 5.3.2, 8.1.1 and 8.1.2 and of Liu et al.
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Due06/01/2021 10:00
TuesdayHW3 Due. -
Assignment06/01/2021
TuesdayHomework 4 released! -
Lecture06/04/2021
FridayLecture 12 Unconstrained Optimization-Proximal Gradient Descent II[notes]Suggested Readings:
- Section 5.3.2, 8.1.1 and 8.1.2 and of Liu et al.
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Lecture06/08/2021
TuesdayLecture 13 Unconstrained Optimization-Proximal Gradient Descent III[notes]Suggested Readings:
- Section 5.3.2, 8.1.1 and 8.1.2 and of Liu et al.
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Lecture06/11/2021
FridayLecture 14 Unconstrained Optimization-Accelerated Gradient Descent[notes]Suggested Readings:
- Section 8.2 of Liu et al.
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Due06/11/2021 10:00
FridayHW4 Due. -
Lecture06/15/2021
TuesdayLecture 15 Unconstrained Optimization-Newton Method[notes]Suggested Readings:
- Section 6.4 and 6.5 of Liu et al.
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Lecture06/18/2021
FridayLecture 16 Course Review