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 |