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First-Order Methods (9 Lectures)

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Tue., Aug. 28: Lecture 1: Introduction __[+]__

Thu., Aug. 30: Lecture 2: More intro; gradient descent __[+]__

Tue., Sep. 4: Lecture 3: Convexity __[+]__

Thu., Sep. 6: Lecture 4: More convexity; first-order methods __[+]__

Tue., Sep. 11: Lecture 5: Gradient descent revisited __[+]__

Thu., Sep. 13: Lecture 6: Subgradient method __[+]__

Tue., Sep. 18: Lecture 7: Subgradient method continued __[+]__

Thu., Sep. 20: Lecture 8: Generalized gradient descent __[+]__

Tue., Sep. 25: Lecture 9: Acceleration __[+]__

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Netwon's Method, Duality, and More (15 Lectures)

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Thu., Sep. 27: Lecture 10: Matrix differentials __[+]__

Tue., Oct. 2: Lecture 11: Matrix differentials; Newton's method __[+]__

Thu., Oct. 4: Lecture 12: Newton's method __[+]__

Tue., Oct. 9: Lecture 13: LPs __[+]__

Thu., Oct. 11: Lecture 14: LPs __[+]__

Tue., Oct. 16: Lecture 15: Duality __[+]__

Thu., Oct. 18: Lecture 16: KKT conditions __[+]__

Tue., Oct. 23: Lecture 17: Duality correspondences __[+]__

Thu., Oct. 25: Lecture 18: Uses of duality __[+]__

Tue., Oct. 30: Lecture 19: ADMM, mirror descent __[+]__

Thu., Nov. 1: Lecture 20: Quadratic
programs, cone programs __[+]__

Tue., Nov. 6: Midterm

Thu., Nov. 8: Lecture 21: QP
and cone program duality; support vector machines __[+]__

Tue., Nov. 13: Lecture 22: SVMs; interior
point methods __[+]__

Thu., Nov. 15: Lecture 23: Interior
point methods __[+]__

Tue., Nov. 20: Lecture 24: Interior
point methods continued __[+]__

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Advanced Topics (4 Lectures)

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Tue., Nov. 27: Lecture 25: Coordinate
descent __[+]__

Thu., Nov. 29: Lecture 26: Path
algorithms __[+]__

Tue., Dec. 4: Lecture 27: Dual averaging __[+]__

Thu., Dec. 6: Lecture 28: Polynomial programs