Course schedule¶
This is a tentative schedule. It will change often.
| Lecture | Date / Day | Topic | Notes | Homework |
|---|---|---|---|---|
| 1 | 11 Jan / Mon | Introduction | ||
| 2 | 13 Jan / Wed | Least squares | Slides, Notebook | |
| 3 | 15 Jan / Fri | QR factorization | Slides | hw 1 out |
| 4 | 18 Jan / Mon | Regularized least squares | Slides, Notebook | |
| 5 | 20 Jan / Wed | Non-linear least squares | Slides, Notebook | |
| 6 | 22 Jan / Fri | Unconstrained optimization | Slides | |
| 7 | 25 Jan / Mon | Unconstrained optimization | Slides | hw 1 due at 11:59 pm PST (new due date), solution |
| 8 | 27 Jan / Wed | Quadratic functions and PSD matrices | Slides | |
| 9 | 29 Jan / Fri | Descent methods | Slides Notebook | hw 2 out |
| 10 | 1 Feb / Mon | Descent methods | Slides | |
| 11 | 3 Feb / Wed | Descent methods | Slides | |
| 12 | 5 Feb / Fri | Newton's Method and Cholesky | SlidesNotebook | |
| 13 | 8 Feb / Mon | Quasi-Newton Methods | Slides | |
| 9 Feb/ Tues | hw 2 due | |||
| 14 | 10 Feb / Wed | Midterm Review | Worksheet and additional questions | |
| 15 | 12 Feb / Fri | Case study | ||
| 15 Feb / Mon | no lecture (Family day) | |||
| 17 Feb / Wed | no lecture (Reading break) | |||
| 19 Feb / Fri | no lecture (Reading break) | |||
| 16 | 22 Feb / Mon | Midterm | ||
| 17 | 24 Feb / Wed | Convex sets | Slides | |
| 18 | 26 Feb / Fri | Convex sets | Slides | |
| 19 | 1 Mar / Mon | Linear constraint | Slides | In-class activity due, hw 3 out |
| 20 | 3 Mar / Wed | Linear constraint | Slides | |
| 21 | 5 Mar / Fri | Constrained optimization | Slides | |
| 22 | 8 Mar / Mon | Constrained optimization | Slides | |
| 23 | 10 Mar / Wed | Convex functions | Slides, Notebook | hw 3 due |
| 24 | 12 Mar / Fri | Convex functions | Slides | |
| 25 | 15 Mar / Mon | Convex functions | Slides | |
| 26 | 17 Mar / Wed | Linear programming applications | Slides | hw 4 out |
| 27 | 19 Mar / Fri | Extreme points | Slides | |
| 28 | 22 Mar / Mon | Extreme points | Slides | |
| 29 | 24 Mar / Wed | Standard form | Slides | |
| 30 | 26 Mar / Fri | Standard form | Slides | hw 4 due |
| 31 | 29 Mar / Mon | Simplex method | Slides | hw 5 out |
| 32 | 31 Mar / Wed | Simplex method | Slides | |
| 2 Apr / Fri | no lecture | |||
| 5 Apr / Mon | no lecture | |||
| 33 | 7 Apr / Wed | Duality | Slides | |
| 34 | 9 Apr / Fri | Duality | Slides | hw 5 due |
| 35 | 12 Apr / Mon | Interior point methods | Slides | |
| 36 | 14 Apr / Wed | Interior point methods | Slides |