We mostly follow the lecture notes from Prof. V. V. Veeravalli.
Lecture on 01/18 (Intro): Lecture Note 1 ("ECE490-lec1-post.pdf") has been distributed via email.
Lecture on 01/20 (Calculus): We still use Lecture Note 1 ("ECE490-lec1-post.pdf") for this lecture.
Lecture on 01/25 (Linear algebra): Lecture Note 2 ("ECE490-lec2-post.pdf") has been distributed via email.
Lecture on 01/27 (Optimality): Lecture Note 3 ("ECE490-lec3-post.pdf") has been distributed via email.
Lecture on 02/01 (Optimality condition and convex set): We still use Lecture Note 3 ("ECE490-lec3-post.pdf") for this lecture.
Lecture on 02/03 (Convex functions): Lecture Note 4 ("ECE490-lec4-post.pdf") has been distributed via email.
Lecture on 02/08 (Gradient descent): Lecture Note 5 ("ECE490-lec5-post.pdf") has been distributed via email.
Lecture on 02/10 (Convergence of GD on smooth functions): Lecture Note 6 ("ECE490-lec6-post.pdf") has been distributed via email.
Lecture on 02/15 (Convergence of GD on convex functions): Lecture Note 7 ("ECE490-lec7-post.pdf") has been distributed via email.
Lecture on 02/17 (Refined bounds for GD on strongly-convex function): We use the supplementary material provided here.
Lecture on 02/22 (Newton's method and extensions): Lecture Note 8 ("ECE490-lec8-post.pdf") has been distributed via email. We use the supplementary material provided here.
Lecture on 02/24 (Neural networks; large-scale learning): Lecture Note 9 ("ECE490-lec9-post.pdf") has been distributed via email. We use the supplementary material provided here.
Lecture on 03/01 (In-Class Problem Discussions): We use the problem set provided here. The solutions have been posted here
Lecture on 03/03 (Constrained optimization; projection): Lecture Note 10 ("ECE490-lec10-post.pdf") has been distributed via email.
Lecture on 03/08 (Review I)
Lecture on 03/22 (Gradient projection method): Lecture Note 11 ("ECE490-lec11-post.pdf") has been distributed via email.
Lecture on 03/24 (Optimization with equality constraints; Lagrange multiplier theorem): Lecture Note 12 ("ECE490-lec12-post.pdf") has been distributed via email.
Lecture on 03/29 (Lagrange multipliers; second-order conditions; sensitivity): Lecture Note 13 ("ECE490-lec13-post.pdf") has been distributed via email.
Lecture on 03/31 (Optimization with linear equality constraints): Lecture Note 14 ("ECE490-lec14-post.pdf") has been distributed via email.
Lecture on 04/05 (Optimization with inequality constraints): Lecture Note 15 ("ECE490-lec15-post.pdf") has been distributed via email.
Lecture on 04/08 (KKT Condition): Lecture Note 16 ("ECE490-lec16-post.pdf") has been distributed via email.
Lecture on 04/12 (Barrier method; penalty method): Lecture Note 18 ("ECE490-lec18-post.pdf") has been distributed via email.
Lecture on 04/14 (Duality): Lecture Note 19 ("ECE490-lec19-post.pdf") has been distributed via email.
Lecture on 04/19 (Augmented Lagrangian; method of multipliers): Lecture Note 20 ("ECE490-lec20-post.pdf") has been distributed via email.
Lecture on 04/21 (Subgradient method): Lecture Note 21 ("ECE490-lec21-post.pdf") has been distributed via email.
Lecture on 04/26 (Convergence of subgradient method): Lecture Note 22 ("ECE490-lec22-post.pdf") has been distributed via email.
Lecture on 04/28 (Semidefinite programming): Lecture note on SDP ("SDP_Note.pdf") has been distributed via email.
Lecture on 05/03 (Acceleration; ADMM; review): Lecture note ("LectureNote_Review.pdf") has been distributed via email.