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CME 307

The course schedule and links to surveys, resources, and supplementary materials are posted on this spreadsheet.

Slides will be posted below before each lecture, and notes afterwards. The quizzes and tests will be based solely on the lecture, slides, and notes; other readings listed on the spreadsheet will aid your understanding but are not required.

DayLectureLecture NotesDue
M September 22IntroductionIntro 
W September 24LP geometryGeometry 
M September 29LP solvingSolving 
W October 1Complete slides (with binary modeling) Notes for duality (lectures 4-6)Quiz 1 (in class) practice problems
F October 3  hw1
M October 6 Duality part 2 - final slides  
W October 8 Duality part 3 - final slides  Quiz 2 (in class) practice problems
M October 13Optimality conditionsNotes for optimality (lecture 7) 
W October 15Complete slidesNotes for convex duality and KKT conditions (lectures 8-9)Quiz 3 (in class) practice problems

hw2
M October 20Duality in QCQPs, KKT Conditions - final slides  
W October 22Conic optimizationConic optimization notesQuiz 4 (in class) practice problems
F October 24Gradient descentNotes on lecture 11 
M October 27  hw3
W October 29Newton and quasi-NewtonNotes on lecture 12Quiz 5 (in class) practice problems
M November 3midterm  
W November 5Project discussion  
M November 10Interior point methods  
W November 12Operators and first-order methodsNotes on lecture 14hw4, project proposal, Quiz 7 (in class) practice problems
M November 17Discrete optimization 1 - Final slidesNotes for discrete optimization (lectures 16-17) 
W November 19Discrete optimization 2 - Final slides Quiz 8 (in class) practice problems
M December 1Optimization under uncertainty - 1  
W December 3Optimization under uncertainty - 2 Quiz 9 (in class) practice problems
F December 5  hw5, project

If you’d like to read ahead, feel free to look at the material from previous years. As content and structure of the course changes from year to year, previous years’ homework or exams may not predict this year’s.