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, LargeScale
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 typedup 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 