Lecture on 01/16 (Intro)
Lecture on 01/18 (Calculus), Pages 2-7
Lecture on 01/23 (Linear algebra), Pages 8-16
Lecture on 01/25 (Optimality), Pages 18-24
Lecture on 01/30 (Convexity, Part I), Pages 25-30
Lecture on 02/01 (Convexity, Part II) Pages 31-35, Quiz 1
Lecture on 02/06 (Gradient descent) Pages 36-42
Lecture on 02/08 (Convergence of GD on smooth functions), Pages 43-49
Lecture on 02/13 (Convergence of GD on convex functions), Pages 50-51
Lecture on 02/15 (Refined bounds for GD on strongly-convex functions), Pages 52-57, Quiz 2
Lecture on 02/20 (Newton's method and extensions), Pages 58-63
Lecture on 02/22 (Midterm 1)
Lecture on 02/27 (Training of neural networks), Pages 64-71
Lecture on 02/29 (Constrained optimization; projection), Pages 72-79
Lecture on 03/05 (Gradient projection method), Pages 80-85
Lecture on 03/07 (Optimization with equality constraints; Lagrange multiplier theorem), Pages 86-93, Quiz 3
Lecture on 03/19 (Lagrange multipliers; second-order conditions; sensitivity), Pages 94-101
Lecture on 03/21 (Optimization with linear equality constraints), Pages 102-109, Quiz 4
Lecture on 03/26 (Optimization with inequality constraints), Pages 110-117
Lecture on 03/28 (Midterm 2)
Lecture on 04/02 (KKT Condition), Pages 118-128
Lecture on 04/04 (Barrier method; penalty method), Pages 138-146
Lecture on 04/09 (Duality), Pages 147-155
Lecture on 04/11 (Augmented Lagrangian; method of multipliers), Pages 156-162, Quiz 5
Lecture on 04/16 (Subgradient method), Pages 163-167
Lecture on 04/18 (Convergence of subgradient method), Pages 168-176, Quiz 6
Lecture on 04/23 (Semidefinite programming)
Lecture on 04/25 (Midterm 3)
Lecture on 04/30 (Acceleration; ADMM; review)