Date Topics References
Jan 10, 12 convex sets BV† Ch 2
Convex sets slides
Jan 17, 19 convex functions, convex optimization basics BV Ch 3, 4
Convex functions slides
Convex optimization problems slides
Jan 24, 26 convex optimization problems BV Ch 4
Convex optimization problems slides
Jan 31, Feb 2 semi-definite programming, Lagrangian duality BV Ch 4, 5
Convex optimization problems slides
Duality slides
Feb 7, 9 gradient descent Gradient descent video
Gradient descent slides
Gradient descent proofs
Feb 14, 16 duality examples, optimality conditions BV Ch 5
Duality slides
Optimality condition notes
KKT condition notes
Feb 21 duality uses BV Ch 5
Duality slides
Feb 23, Mar 7 Constrained optimization Constrained optimization video
Constrained optimization slides
Constrained optimization proofs
Mar 9 stochastic optimization Stochastic optimization slides
Mar 14, 16 subgradients, subgradient methods Subgradient methods slides
Subgradient properties proofs
Subgradient methods proofs
Mar 21, 23 Proximal methods Proximal methods slides
Proximal methods proofs
Mar 28 Accelerated first-order methods Accelerated first-order methods slides
Accelerated first-order methods proofs
Mar 30, Apr 4 Mirror descent Mirror descent slides
Mirror descent proofs
Mirror descent video
Apr 6 Dual and primal-dual methods Dual and primal dual methods slides
Apr 11, 13 Primal-dual methods, augmented Lagrangian methods Dual and primal dual methods slides
Augmented Lagrangian methods slides
ADMM convergence proof
ADMM video
Apr 18 Stochastic optimization Stochastic optimization slides
Stochastic optimization proofs
Stochastic optimization video
Variance reduction video

†BV refers to Boyd and Vandenberghe’s book on convex optimization.