This outline will be filled in incrementally as the course progresses. There are 28 lectures total. Beyond what is listed, for an idea of what else is likely to be covered, you can view the outline for the last offering here.

Please sign up for scribing here. You should be able to find the Latex scribing template here.

Click the [+] next to each lecture to see slides, notes, lecture videos, etc. You can also see some of the lecture videos on Youtube.

First-Order Methods (9 Lectures)

Topics outline: [+]

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)

Topics outline: [+]

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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