Schedule
| Day | Title / Notes | Reading | Homework |
|---|---|---|---|
| Tue 8/25 | Introduction | B&V Ch 1 | |
| Thu 8/27 | Math Review: SVD, norms, etc. | B&V Appendix A | |
| Tue 9/1 | Convex Sets | B&V Ch 2 | HW 1 Due Fri, 9/18 LaTeX Source |
| Thu 9/3 | Convex Sets | ||
| Tue 9/8 | Convex Sets | ||
| Thu 9/10 | Convex Functions | B&V Ch 3 | |
| Tue 9/15 | Convex Functions | ||
| Thu 9/17 | Convex Optimization Problems | B&V Ch 4 | |
| Tue 9/22 | Convex Optimization Problems | ||
| Thu 9/24 | Convex Optimization Problems Quiz 1: Convex Sets and Convex Functions |
HW 2 Due Fri, 10/9 LaTeX Source |
|
| Tue 9/29 | Duality Prof out of town - recorded lecture |
B&V Ch 5 | |
| Thu 10/1 | Duality Prof out of town - recorded lecture |
||
| Tue 10/6 | No Class – Reading Day | ||
| Thu 10/8 | Duality | ||
| Tue 10/13 | Duality | HW 3 Due Wed, 10/28 LaTeX Source |
|
| Thu 10/15 | Approximation and Fitting | B&V Ch 6 | |
| Tue 10/20 | Statistical Estimation Quiz 2: Convex Optimization Problems |
B&V Ch 7 | |
| Thu 10/22 | Statistical Estimation | ||
| Tue 10/27 | Geometric Problems | B&V Ch 8 | |
| Thu 10/29 | Geometric Problems | ||
| Tue 11/3 | No Class – Election Day | ||
| Thu 11/5 | Unconstrained Minimization | B&V Ch 9 | |
| Tue 11/10 | Unconstrained Minimization | ||
| Thu 11/12 | Equality Constrained Minimization | B&V Ch 10 | |
| Tue 11/17 | Interior Point Methods | B&V Ch 11 | |
| Thu 11/19 | Interior Point Methods | ||
| Tue 11/24 | Conjugate Gradient Method | ||
| Thu 11/26 | No Class – Thanksgiving Break | ||
| Tue 12/1 | Stochastic Gradient Descent | ||
| Thu 12/3 | Natural Gradient Descent | ||
| Tue 12/8 | RMSprop and Adam | ||
| Fri 12/11 | Final Exam: 2:00 - 5:00, Olsson 001 |