COURSE DESCRIPTION
Syllabus on Brightspace
NOTES
(updated on Sep 1)Reference Books (for those with *, online access available via Purdue Library):
- Amir Beck, Introduction to Nonlinear Optimization*
- Amir Beck, First order methods in optimization*
- Jorge Nocedal and Stephen J. Wright, Numerical Optimization*
- Yurii Nesterov, Introductory Lectures on Convex
Optimization A Basic Course*
- Ernest K. Ryu and Wotao Yin, Large-Scale Convex Optimization: Algorithms & Analyses via Monotone Operators*
- Nicolas Boumal, An introduction
to optimization on smooth manifolds
Some examples from applications
Schedule
Note: The schedule is subject to change. Check back for
changes and updates. Lecture notes will be posted here.
| Week | Dates | Lecture Notes |
1 |
08/24 | Part I Introduction Lecture 1 |
| 08/26 | Lecture 2 | |
| 08/28 | Lecture 3 | |
2 |
08/31 | Lecture 4 |
| 09/02 | Lecture 5 | |
| 09/04 | Lecture 6 | |
| 3 | 09/07 | Labor
Day. No Class. |
| 09/09 | ||
| 09/11 | ||
| 4 | 09/14 | Part II |
| 09/16 | ||
| 09/18 | ||
| 5 | 09/21 | |
| 09/23 | ||
| 09/25 | ||
| 6 | 09/28 | |
| 09/30 | ||
| 10/02 | ||
| 7 | 10/05 | Part III |
| 10/07 | ||
| 10/09 | ||
| 8 | 10/12 | October
Break. No Class. |
| 10/14 | ||
| 10/16 | In
Class Quiz Date |
|
| 9 | 10/19 | |
| 10/21 | No
In Person Class Watch Zoom Recording on Brightspace |
|
| 10/23 | ||
| 10 | 10/26 | |
| 10/28 | ||
| 10/30 | ||
| 11 | 11/02 | Part IV & V |
| 11/04 | ||
| 11/06 | ||
| 12 | 11/09 | |
| 11/11 | ||
| 11/13 | ||
| 13 | 11/16 | |
| 11/18 | ||
| 11/20 | ||
| 14 | 11/23 | |
| 11/25 | Thanksgiving. No Class. |
|
| 11/27 | ||
| 15 | 11/30 | |
| 12/02 | ||
| 12/04 | ||
| 16 | 12/07 | |
| 12/09 | ||
| 12/11 | ||
| 17 | 12/14 | Final
Exam Week. No Class. |
| 12/16 | ||
| 12/18 |
