COURSE DESCRIPTION
Syllabus
NOTES (updated on Feb 6)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
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 |
01/09 | Introduction
Lecture
notes |
| 01/11 | Lecture notes | |
| 01/13 | Lecture notes | |
2 |
01/16 | MARTIN
LUTHER KING JR. DAY (No Classes) |
| 01/18 | Read the typed-up notes
till Section 2.3 and Appendix A |
|
| 01/20 | Lecture notes | |
| 3 | 01/23 | Lecture notes |
| 01/25 |
Lecture notes | |
| 01/27 | Lecture notes | |
| 4 | 01/30 | Steepest descent for quadratics; Line
search method; read typed notes |
| 02/01 |
Local convergence rate;
Section 2.4 |
|
| 02/03 | Newton's method convergence;
Accelerated Gradient Method |
|
| 5 | 02/06 | Lecture notes |
| 02/08 |
Lecture notes | |
| 02/10 | Lecture notes | |
| 6 | 02/13 | no class |
| 02/15 |
Lecture notes | |
| 02/17 | Lecture notes | |
| 7 | 02/20 | Lecture notes |
| 02/22 |
Lecture notes | |
| 02/24 | Lecture notes | |
| 8 | 02/27 | Lecture notes |
| 03/01 |
Lecture notes | |
| 03/03 | Lecture notes | |
| 9 | 03/06 | Lecture notes |
| 03/08 |
Lecture notes | |
| 03/10 | Lecture notes | |
| 10 | 03/13 | No Classes SPRING VACATION |
| 03/15 |
||
| 03/17 | ||
| 11 | 03/20 | Lecture notes |
| 03/22 |
Lecture notes | |
| 03/24 | Lecture notes | |
| 12 | 03/27 | Lecture notes |
| 03/29 |
Lecture notes | |
| 03/31 | Lecture notes | |
| 13 | 04/03 | Lecture notes |
| 04/05 |
Lecture notes | |
| 04/07 | Same as 04/03 |
|
| 14 | 04/10 | Lecture notes |
| 04/12 |
Lecture notes | |
| 04/14 | Lecture notes | |
| 15 | 04/17 | same as 04/10 |
| 04/19 |
Quadratic example of SGD
and coordinate descent |
|
| 04/21 | summary |
|
| 16 | 04/24 | no class |
| 04/26 |
presentation |
|
| 04/28 | presentation |
|
| 17 | 05/01 | No Classes |
| 05/03 |
||
| 05/05 |
