Fall 2024 Materials
Lecture slides, readings, and homework from the Fall 2024 version of the course are posted below.
| Day | Lecture | Due |
| M September 23 | Introduction | |
| W September 25 | LP geometry | |
| M September 25 | LP solving and modeling | |
| M September 30 | Slides on modeling with binary variables | |
| W October 2 | Slides on duality | |
| F October 4 | hw1 | |
| M October 7 | Lecture 5 - final slides and full lecture notes | |
| W October 9 | Lecture 6 - final slides | |
| M October 14 | Lecture 7 - final slides, full lecture notes | hw2 |
| W October 16 | Lecture 8 - slides | |
| M October 28 | Lecture 9 - optimality conditions | |
| W October 30 | Lecture 10 - final slides | |
| F November 1 | Lecture 11 - final slides | hw3 |
| M November 4 | Lecture 12 - final slides, full lecture notes | |
| W November 6 | Conic optimization | |
| M November 11 | Gradient descent | |
| W November 13 | Quasi-Newton methods | hw4 |
| M November 18 | Interior point methods | |
| W November 20 | Accelerated and stochastic gradient method | |
| M December 2 | Optimization under uncertainty 1 | |
| Tu December 3 | hw5 | |
| W December 4 | Optimization under uncertainty 2 | |
| F December 6 | Algorithms cheatsheet |
Supplementary materials: First order methods and operator splitting,
Winter 2024 Materials
Lecture slides, readings, and homework from the Winter 2024 version of the course are posted below.
| Day | Lecture | Due |
| M January 8 | Introduction | |
| W January 10 | Linear programs: geometry | |
| F January 12 | Recitation: project brainstorming | |
| M January 15 | no class (holiday) | |
| W January 17 | Linear programs: modeling and solving | |
| M January 22 | Linear programs: solving | |
| W January 24 | Linear programs: duality | hw1 hw1_sol |
| M January 29 | Optimality conditions | |
| W January 31 | Quadratic programs | |
| M February 5 | Gradient descent | |
| W February 7 | (Quasi)-Newton and IPMs | |
| F February 9 | hw2 hw2_sol | |
| M February 12 | (Quasi)-Newton | |
| W February 14 | Acceleration and SGD | |
| M February 19 | Holiday, no class | |
| W February 21 | ||
| M February 26 | hw3 hw3_sol | |
| W February 28 | Convex duality and Interior point methods | |
| M February 21 | First order methods | |
| W February 21 | Zero order methods |
Spring 2023 Materials
Lecture slides and readings from the Spring 2023 version of the course are posted below.
| Day | Lecture | Demo | Due | Reading |
| M April 3 | Introduction (quadratic) | Nesterov 1.1 | ||
| M April 5 | Introduction (finite and linear) | |||
| M April 5 | Introduction (conic and convex) | BV 1.1-4, 3.1 | ||
| W April 12 | Numerical linear algebra | lsq | NW ch5 | |
| M April 17 | Gradient descent | gradient-descent | Bubeck 3.2, 3.4, PL condition | |
| W April 19 | Acceleration | |||
| F April 21 | hw1 | |||
| M April 24 | SGD | |||
| W April 26 | Quasi-Newton methods | quasi-Newton | ||
| M May 1 | Duality | |||
| W May 3 | Duality applications | |||
| F May 5 | project 1 | |||
| M May 8 | Operators | |||
| W May 10 | Operator splitting | |||
| M May 15 | Interior Point Methods | |||
| W May 17 | Stochastic Quasi-Newton | |||
| F May 19 | hw2 | |||
| M May 22 | MILP | Power systems | How to give a talk | |
| W May 24 | MILP | Multicast Routing | Linear optimization book | |
| M May 29 | Holiday | |||
| W May 31 | Project presentations | |||
| M June 5 | Project presentations | |||
| W June 7 | Project presentations | |||
| F June 9 | Project report due |