Recitations are on at Mondays 4:30 - 6pm and Wednesdays at 2 - 3:30pm. You may attend either one.
Monday September 3, GHC 4405: Shiva
Wednesday September 5, GHC 8102: Shiva
Review
Monday September 10, NSH 1305: Aaditya
Wednesday September 12, GHC 8102: Aaditya
Useful Intuition about Convexity
- Geometrically interpreting zeroth, first and second order
definitions of convexity, strict convexity amd strong convexity
- Lipschitz assumptions on functions and gradients
- Visualizing operations that preserve convexity on sets and functions
Monday September 17, GHC 8102: Wooyoung
Wednesday September 19, GHC 8102: Wooyoung
Steepest Descent and Subgradients
Monday September 24, GHC 8102: Kevin
Wednesday September 26, GHC 8102: Kevin
ISTA and Generalized Gradient Descent
- Composite optimization, prox functions examples and proofs
- Notes
Monday October 1, GHC 8102: Shiva
Wednesday October 3, GHC 8102: Shiva
Accelerated Gradient and Differentials
Monday October 8, GHC 8102: Aaditya
Wednesday October 15, GHC 8102: Aaditya
Simplex algorithm
- Geometric interpretations of simplex
- An alternate simplex algorithm
Monday October 22, GHC 8102: Kevin
Wednesday October 24, GHC 8102: Kevin
Duality and the KKT Conditions
- A game-theoretic interpretation of constrained optimization, and the KKT conditions
- Notes
Monday October 29, GHC 8102: Shiva
Wednesday October 31, GHC 8102: Shiva
Conic Duality
- Cone-induced inequalities, dual cone and dual cone programs
- Notes
Monday November 5, GHC 8102: All TAs
Midterm review session
Monday November 12, GHC 8102: Aaditya
Wednesday November 14, GHC 8102: Aaditya
Relaxations
- Integer programming and relation to complexity theory
- Linear and semi-definite program relaxations of integer programs
Monday November 19, GHC 8102: Kevin
Cone Programming
- Reformulating problems as cone programs
- Solving cone programs with interior point methods and gradient methods
- Notes