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                          # Schedule

Lectures

The numbers before each topic typically correspond to the section numbers in the textbook.

Lecture Date Topic Notes HW
1 R 04 Jan Introduction
2 T 09 Jan Fundamentals Reading: Ch 1 of Beck \ notebook
3 R 11 Jan Unconstrained opt Reading: Ch 2 of Beck \ notebook HW1 out
4 T 16 Jan Unconstrained opt (cont)
5 R 18 Jan Least squares \ QR Reading: Ch 3 of Beck \ notebook HW1 due
6 T 23 Jan Regularized least-squares notebook HW2 out
7 R 25 Jan Nonlinear least-squares notebook
8 T 30 Jan Gradient method Reading: Ch 4 of Beck \ notebook HW2 due
9 R 01 Feb Scaled gradient method notebook HW 3 out
10 T 06 Feb Newton's method Reading: Ch 5 of Beck \ notebook
11 R 08 Feb
12 T 13 Feb HW 3 due (Mon, Feb 12)
13 R 15 Feb Midterm
14 T 20 Feb Spring break
15 R 22 Feb Spring break
16 T 27 Feb Convex sets
17 R 01 Mar Convex functions HW 4 out
18 T 06 Mar Projected gradient
19 R 08 Mar Stochastic gradient descent
20 T 13 Mar Geometry of LP HW 4 due
21 R 15 Mar Case Study
22 T 20 Mar
23 R 22 Mar
24 T 27 Mar
25 R 29 Mar
26 T 03 Apr
27 R 05 Apr