COURSE DESCRIPTION
Syllabus
NOTES (updated on Oct 23)Sample Code for Ell-1 minimization
Sample Code for TV minimization
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
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 |
08/19 | Introduction Part I: Lecture Notes |
08/21 | Lecture
Notes |
|
08/23 | Lecture Notes | |
2 |
08/26 | Lecture Notes |
08/28 | Lecture Notes | |
08/30 | Lecture Notes | |
3 | 09/02 | Labor Day. No
Class. |
09/04 |
Lecture Notes | |
09/06 | Lecture Notes | |
4 | 09/09 | Part II: Lecture Notes |
09/11 |
Lecture Notes | |
09/13 | Lecture Notes | |
5 | 09/16 | Lecture Notes |
09/18 |
Lecture Notes | |
09/20 | Lecture Notes | |
6 | 09/23 | Lecture Notes |
09/25 |
Lecture Notes | |
09/27 | Lecture Notes | |
7 | 09/30 | Lecture Notes |
10/02 |
Lecture Notes | |
10/04 | Lecture Notes | |
8 | 10/07 | Fall Break. No
Class. |
10/09 |
Lecture
Notes |
|
10/11 | Lecture Notes | |
9 | 10/14 | Part III: Lecture Notes |
10/16 |
Lecture Notes | |
10/18 | Guest Lecture by Dr. Wotao Yin |
|
10 | 10/21 | Lecture Notes |
10/23 |
Same as Oct 16 |
|
10/25 | Lecture Notes | |
11 | 10/28 | Lecture Notes |
10/30 |
Same as Oct 28 |
|
11/01 | Guest Lecture by Dr. Richard Zhang slides notes |
|
12 | 11/04 | Part IV:
Lecture
Notes |
11/06 |
Lecture Notes | |
11/08 | Lecture Notes | |
13 | 11/11 | Lecture Notes |
11/13 |
Lecture Notes | |
11/15 | Lecture Notes | |
14 | 11/18 | Lecture Notes |
11/20 |
Lecture Notes | |
11/22 | Lecture Notes | |
15 | 11/25 | Lecture Notes |
11/27 |
Thanksgiving. No
Class. |
|
11/29 | ||
16 | 12/02 | Final Presentation slide1, slide2, slide3 |
12/04 |
Final Presentation slide4, slide5, slide6 |
|
12/06 | Final Presentation slide7, slide8, slide9 |
|
17 | 12/09 | Final Exam
Week. No Class. |
12/11 |
||
12/13 |